Its going to take a lot to make that into an SDP40F. You're basically looking at a cab, carbody sides and some of the roof. Need 2 F40s for the roof midsection, an SD60 Frame, and the whole steam generator section is all fabwork. Underframe and pilots would all be scratch too (or splice 2 F40 tanks together). I looked into it, and didn't really deem it worth trying.
Best to just leave it as is and enjoy it, or fix the lights, horn (split manifold SL-4T) and call it a day.