Looked this up in the Greenberg book of prewar sets, and this is what they have listed:
Outfit No, 247W (1940); O gauge; $23.95
Contents: 225 locomotive; 2235W tender; 2653 hopper; 3651 automatic lumber car; 2656 stock car; 2657 caboose; 160 unloading bin; eight curved track; three straight track; R.C.S. track set; 167 controller.
Comments: All observed examples of this set came with a black locomotive and tender. The 2653 hopper and 3651 lumber car are black with white lettering. The 2656 stock car is burnt orange with a Tuscan roof and white lettering. The caboose is red with a Tuscan roof and white lettering. The hopper and stock car are some of the scarcer cars in this series and add value to the set.
But remember, back in the day, retailers were switching out components to make a sale, or putting various stock inside any box for a customer to walk away with. If you have more detail, or photos, your mystery set could be solved. I didn't find any sets with your exact combination, but it could be that a retailer through in an extra car to fill a box.
Here's a photo from the Greenberg book of the 247W
Tim