Thank you all very much for your ideas and help. I ended up taking the train to a person nearby who did repairs on Lionel trains. He found that some insulating screws weren't long enough causing the engine to go at full speed. I would have never found this myself, so props to him. Now I can control the engine's speed!
The only thing that I am dissatisfied at the moment about is the Rail Sounds 4. So I did some research on upgraded Lionel Rail Sounds boards for NYC Hudsons and I came across 2 options:
1. The Lionmaster Hudsons #5418, item # (6-38045), and #5422, item # (6-38085). They both have Rail Sounds 4e boards with road number specific dialog.
2. The Century Club 2 separate sale PT tender item # (6-38097) made to go along with the Empire State Express Hudson #5429, item # (6-38000). It has a Rail Sounds 5 board with road number specific dialog.
I actually quite like the separate sale PT tender and am wondering, even though it has Rail Sounds 5 boards, could I put the Lionmaster Rail Sounds 4e board from 5422 in it. Then I would renumber the J3a loco and pt tender to 5422. If I did this, I would most likely get another boiler shell for 5433 so that if I want, I can turn the engine back into 5433.
To have proof that this is a realistic combination. Here is a photo from canadasouthern.com of 5422 as built with cylindrical Elesco feed water heater and straight running board. The locomotive is also pulling a PT tender behind it.
So does anyone know if putting the 5422 4e board in the 5.0 PT tender will work?
If it does work, does anyone know where I can find a Lionmaster 5422 Rail Sounds 4e board from? They do not sell the part at Lionel Support. The part # is (691RS4E031).
Any help or ideas on the project would be greatly appreciated.
-Cole