I hope I am not in the same boat. I too have the locos, and two add on cars but have yet to get the 3 car set. This happened to me with the MoPac baggage car from a few years ago. My preorder was not filled because there were not enough produced. So I still don't have one. My LHS said that my 3 car set IS on the way, but I guess I will have to wait and see.
Ben