There is no way that i'm aware of to reserve a specific bit of track for trains - unless you wish to use electrified railway for your through trains and non-electrified railway for your termini trains. The better way to achieve what you want is waypoints.
The screenshot below is taken from one of my recent games. The outer two platforms are intended for through trains, and the middle two platforms for terminating trains. Through and terminating trains arrive from both directions, hence the North and South waypoints. All trains have orders to go through one of the waypoints, otherwise trains without waypoint orders may go in to the wrong platform by mistake.
If we simplify things for your scenario, with a single terminating bay and through platforms, we'd probably build something like this;
As trains can only terminate from one direction, only one set of waypoints is needed unlike the previous example. The downside to this particular configuration is that terminating trains need to cross over the other line, blocking it. A centre terminating bay would avoid this problem.
As alluted to by Pvt. Grinchmann in the comments though, waypoints do have a small cost associated with them. However, it is likely the only way to achieve exactly what you want.