You know, I took a really good look at one of these when they first came out. I couldn't figure out how the smoke deflectors could be removed; it didn't seem possible to me. Ironically, I know that it's possible on the MTH Premier UP FEF, and also on the L-4a Mohawks.
After you get the loco, please report back and let us know if it is, in fact, possible. Thanks!