That is an older model, ….I remember the older ones being all thread…..not sure I remember thread diameter though,…..so take a look at this, ….this is from the slightly later PS1 through PS3 locomotives, from the same spot your screw is missing, ……you can see the dimensions in the picture notes. See if it’s a match to yours,….instead of searching for your exact locomotive No. search instead exploded views, 4-6-6-4 at mthpartsandsales.com ….call out no. is # 170 on the Challenger list,…