I know fully well that Hot Water's friend Jerry Z has a lot of HO brass from Sunset Models. But, I'll bet that none of those models have a box that reads 3rd Rail. The 3rd Rail stuff is all O-scale, 2 and 3-rail. Sunset Models has produced in HO and in O 2-rail.
The original poster's auction house says it has a 3rd Rail locomotive. That makes it O-scale, period. The only question is 2-rail or 3-rail.