NWL : I would refer you to Schuwiler's book, pgs 72-73 for what he calls the Type XII tender and pgs 94-95 for a rather lengthy discussion on the Type XX or 401 locomotive. Too long to quote here, but the key item might be that he mentions the 401 went uncataloged in 36 & 37 and when it returned to the catalog in 1938 it was GREY like yours. He then states that the locomotive returned to black in 1939. There is quite a lot of variability in this engine over these late 30's years and Schuwiler takes a number of paragraphs to try and describe the chronological order of things. To me, such a number of changes speaks to the possibility of quite a number of variations showing up in sets as they were sold, sometimes perhaps even by the dealers at the point of sale. OBTW beautiful 301 sets, I really loved the blue one.
Just to make matters even more confusing, I have a Type XX loco which appears to date from 1935 but it is a 2-4-0 vice 2-4-4 and has a huge whistle mounted on the back of the motor that basically fills up the cab!
Don
