Got another response on this in another place I posted the question. The person said that the engines were shipped via car float, probably to Brooklyn, and had been long before the LIRR was bought by the Pennsylvania.
He added one new thing, he said he is aware of only one case where a stream engine went through the tunnels, he said an inspection train with PRR officials went through with an Atlantic and one coach. Basically they built up a head of steam on the NJ side, then ran through the tunnels without firing up, running (I guess) on the steam it had, he felt it was feasible. Said the engine went back likely via the Brooklyn float.
