Hi there,
These are all very typical and direct routes. For example, there are different trains from Nara to Osaka and Wakayama to Osaka.
I think what you're looking for is this website:
https://japantravel.navitime.com/en/area/jp/route/
It will help you find trains and schedules covered by the Japan Rail Pass.
Naoshima to Kawaguchiko is the only one that hard. First, take the ferry to Uno, from there a local train to Okayama, then the Shinkansen to Mishima station and finally an express bus to Kawaguchiko.
To save some travel time, you could also consider spending the night and Hiroshima and then travelling to Naoshima.
Kind regards,
Daniel