Hi Moe, I have the same question :)
If you got any information please post it, because I'd like to find a solution to my problem as well :)
Using the following resource, I have not found a train from Nice to Lake Como that doesn't go via Milan at some stage.
This web site will help you to find the best itinerary that works for you, indicating the trains and stops. It will not book the tickets for you though.
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