Stunning! It's strange, I was just looking back through this thread a few days ago, marvelling at the creativity, and wondering when the next installment might be - and then there it was!
As always, the black and brass scheme is done to perfection, it's got heaps of character and steampunk flavour, and it fits perfectly into your vividly imagined world. But wait, that's not all! I also love the bases (always have - they look great, and pull every part of this project together).
As for parts, and their sources - is the engine from Ramshackle? I'd guess the coal tender is from a toy train (because I have one for my old west project that's the spitting image of it - except that mine's unpainted....) although it looks like you might have modified the wheels on it, and the caboose/shooting platform looks like it's scratchbuilt, but I'd love to learn more about the whole thing! Actually, I'm going to check the thread you refer to, because I seem to have missed it first time around.
Great to have an update on this project, PM! Brilliant work.