There are brass boilers and partial brass locomotives that appear on eBay. I've bought a couple. Combining one of these - that is, one that at least approximates the basic shape you need, and, if you are lucky, some basic features, like a Belpaire firebox - with a chassis will probably be your best bet. Depending on the basic dimensions you need, even a 3RO traditional- or RK-sized 4-6-2 might do. The prototype appears to be a smaller loco, and the RK (etc.) loco would probably be cheaper than a full-scale loco. Discard the factory superstructure and adapt the brass. The tender is a box tender, and could be plausibly adapted from a production piece.
Stephenson Preservation has detail parts.
Perhaps a PRR K-4 Pacific (Traditional? 1:48?) could be used in its entirety - it has a Belpaire firebox, but needs all sorts of changes otherwise, of course, (The detailing is the fun part, though.)
Compromise is important.
