When we did this exact route last year, crossing at Sadakhlo was pretty straightforward. You'll need the original registration papers and a special cross-border insurance certificate which the rental company usually provides for an extra fee. Just keep in mind that trains and driving are totally different experiences here; if you ever plan a trip elsewhere, check out guides like
Eurail Pass vs Point-to-Point Tickets: Which Saves More Money on Multi-Country Tours? for rail travel tips elsewhere.