The 257 came in a few sets with the 4 wheel 259T tender, all were department store specials. And the books I have identify them as lacking the orange stripe like your find.
The Special 1, AMC set, c1934 had it with the two-tone green 607-607-608 passenger cars. Then there were two that used the Ives type litho freight cars. These are listed as #5004a with freight cars, 1707, 1708, 1709 and 1712. And set 5004b without the 1707. Although listed as shipping in 1934-35, some still wore the Ives plates, others had Lionel or a combination of the two. After all, these were some of the cheaper sets, and they often filled orders with what stock they had to get rid of.