Funny coincidence, I just got done converting an AA pair of Milwaukee road DL-109's to Proto-2. As Paul noted above, MTH cataloged the Milwaukee engines with Proto-2 but didn't actually make them. I had a pair of Proto-1 A units with the correct numbers (14A and 14B) and I had previously rewired the trailing unit so it started backwards. Recently I managed to pick up a New Haven AB set with Proto-2 at a cheap price. I swapped the bodies and pilots between the leading A units, then gutted the New Haven B unit and put the slave board, motors, and trucks in the trailing A unit. I had to swap some couplers around to get a long one on the pilot of the trailing A unit, but that was no big deal. Now I have a correct Milwaukee Road AA set connected by a tether, so I don't have to bother building a lashup on the DCS remote. The only fly in the ointment is the PSA's; I'm stuck with the New Haven ones. My net cost will depend on how much I can get for the leftovers, which at the moment consist of a New Haven Proto-1 A unit with a dummy B. If I can find a Proto-1 slave board I can reinstall the motors in the B unit; I've got an ad on the WTB board but no luck so far.
By the way, Paul, the reason TAS was able to keep your Milwaukee Road sounds was that they installed a UCUB II and used the original sound chip. Unfortunately that option is no longer available.
I ran the converted Alcos yesterday at the museum for a couple of hours and they ran flawlessly. Here's a shot of them pulling a set of Weaver ribside cars, with a small spectator looking on.