You can find - if you haven’t ready - the original retail prices in the Legacy K-Line Catalog Browser:
http://www.legacykline.com/app...p_road_name=Santa+Fe
In that listing, the F3 A~B~A set is numbered K-25303TC and is not specifically described as the Midnight Chief although that is what it is. K-Line appears to have issued a total of 8 cars made up of the 4 car set I think you have and two 2 car add on sets. All the cars were 18” and aluminum body.
These models date from 2005 and were not cheap. I recall looking at them at the time and deciding that the price for what is essentially a fantasy scheme was too high. However, good quality K-Line engines and passenger cars are fairly sought-after. Can’t help on auction prices for a whole set but if you have seen the single cars that come up on auction, you’ll get an idea that they have more or less held their value.