When applying for a schengen at the Swiss Embassy, the form stipulates Member State (not Member State First Entry). We will be going to Amsterdam, train to Paris, train to Switzerland, but we are staying longer in Switzerland, therefore the Schengen for Switzerland. Who is the Member State in this case?
Switzerland is the place where you will spend the longest, therefore you apply for a Swiss Schengen visa.
As mentioned on the EU website:
Where and how to apply
You must lodge the application for a Schengen visa at the Consulate of the country that you intend to visit, or – if you intend to visit more than one Schengen State, the Consulate of the country where you will spend the longest period.