The logo on the box, GBN with BW underneath, is one which Bing embossed on the bottom of the frame of its cars starting in 1919- so my guess is the set wasn't made prior to then. The loco kind of looks like this guy, which makes sense since it is apparently a "prototype for the American Market". Different number of spokes on the wheels but the pilots are the same.
Source for loco pic:
https://www.historytoy.com/bin...motive-black-gauge-0
Here's a list of Bing o-gauge clockworks(likely not exhaustive). Unfortunately, the above is the only one for which there is a picture
https://www.historytoy.com/toy...-all-article-numbers