I was interested to see your topic, Dave, in that I've fooled around with a couple MPC-era and later traditional bay windows. My last project, although not nearly as involved as what you've done, was with a no. 9361 Chicago Northwestern bay window, which I've always liked. I wanted to update it a bit, in short of the shortcut way. What I did was relatively minor on the exterior, although I swapped out the chassis (short cut!). Mostly, rather than frost the windows, as you did, I wanted to add an interior.
First I got ahold of a Postwar Celebration Erie bay window, and used the chassis from that with the shell of the 9361. The newer Lionel traditional bay windows, including the Erie, have some nice added details compared to the earlier versions. Lionel has added diecast metal trucks, underbody details (toolbox, air tank, support structure), dual pickups, and rear lighted flashing red strobe light, and the side marker lights are red instead of white. Also note the brakewheel is now facing the correct way!
Being a Postwar Celebration caboose (all the PWC engines have TMCC), the lights on the Erie should handle 18v command voltage (or so it appears so far; the manual says the interior light bulb is rated at 14v and the rear strobe at 12v), so that detail was already taken care of with the chassis swap (I run command).
For adding the strobe, I drilled out a hole in the rear above the door of the CNW shell, and cut off a piece of aluminum tubing of the right diameter (purchased at a hobby shop), and painted it to match the yellow on the caboose. I glued the tube to the caboose roof, and ran the stobe and wires through it. I also painted the platforms and steps to match the CNW green (they had been black), and dolled up the bottom steps with a white safety stripe. The newer cabooses use a metal tab at the rear to secure the shell to the frame (the older versions use two screws), so I removed the tab and drilled out a hole in the rear of the shell for the CNW's back shell screw to fit though. I then painted the screw heads yellow.
Inside, I added two crew figures, and an interior using painted/magic markered poster board. As you can see in the pictures, it's fairly crude, with just a few simple colored furniture pieces, tables, chairs and cabinets, and poster board painted brown for the floor, which I raised up with small wood pieces to allow for the wiring that runs on the floor.
Given the reduced light inside (whether daylight or dark) and fairly narrow viewing openings through the windows, it works fine. Only a modest amount of detail effort is necessary, I found, and it gives a decent appearance of a finished interior. Plus, the caboose will be moving.
All the funky paper sheeting around the interior light is set up to adjust and limit the light on the two interior ends and to the crewmen, so it's partially blocked to provide the right amount of subdued lighting. I also blackened the top of the bulb with high temperature black paint to cut glare some more.
Finally, I added some additional aluminum foil to the inside of the roof to distribute the heat more, and it also probably gives some reflection to distribute the light more evenly. Pictures are added to show what was done, and the resulting look.