The game is also available in GOG store. Player has to open the egg in a proper way in order to complete the game, however in my case it was broken, including the canary, after it hit the ground.
This game was very popular after its initial release, it was ported and re-released for many different platforms. I have heard about the game since I was able to comprehend the PC gaming world. People will forget about The Last Express one day but they'll likely to remember the game in question for generations. And by "people" I mean historians.

edit: on second thought, guess removed as it seems to be incorrect as well. Thought I had it.

Zork?

Yes, yes and yes!

I'm on the next level
I got a double barrel shotgun in this grim world
Waiting on the next devil

Yep, it's actually a verse from a rap song, I just replaced "in the Doom world" by something not *quite* as obvious. ;)

Your turn!

How do I beat this boss? He seems to be impervious to anything I throw at him.

His molten rock projectiles seem to deliver a punch. I keep avoiding them, but I sometimes fall into the lava below where the boss is.

I've used a rocket launcher, a shotgun, even a nailgun on him. Nothing beats him.

Quake: Operation Counterstrike (1996). The boss name is Chthon.

Funnily enough, this is exactly the same thread like here, except this one has been running for longer. :D

https://www.gog.com/forum/general/guess_what_im_playing_forum_game

Correct.