Maybe it's time for these locomotives to be delivered in kit form, you put them together. The damages due to insufficient packaging and shipping mishaps would be virtually eliminated.
Afterall, this is model railroading.
I suggested this exact thing in another thread. I'm all for it - especially all those little detail parts like railings, horns, bells, etc.
Until that happens, the only way that they can prevent damage to small parts like this is making sure that their is something between the wheels in the packaging to keep it moving front to back, and something on either side of the flat parts of body and fuel tank (for diesels) to keep the loco from shifting in the box. Steam locos need the same wheel treatment, but then there needs to be stand off parts that contact the boiler and frame to stop left-right movement.
If detail parts are attached to the loco, then no amount of outer packaging will help if it can drift inside the inner packaging. The best way to do it is to have nothing but air around the detail parts for a good bit of distance. If not, the inner packaging could be made of the softest material in the world, and it's still not going to survive a several pound loco shifting and slamming it into a side wall of the packaging.