I don't know what the loco is. I would be suspicious it might be scratch built, of perhaps kitbashed from a Hines or Pierce Mikado kit. Or there also some other builders back in the 30s that might have done a 4-8-2.
the tender looks like it was made with tinplate. All the All Nation/General Models locos I have seen have cast tenders, or brass wrappers without rivets. the rivets look a little crude implying had shaped. Also the rivet lines are good, but not perfectly straight.
I can't see enough of the wheels and rods up close to tell if they have the unique All Nation/Varney/General Models wheel mounts. All that I have seen use a slotted, threaded cyclinder that screws on to the axle. The end of the axles are threaded. When I built an AN kit, the instructions explained how to take a screw driver and file a slot in it to install these. they fit into the wheel hub.
All Nation Did make a 4-8-2 and it is relatively rare. I have seen a few over the years and I remember them looking bulkier than this loco. the loco driver flanges appear more like 2 rail, but the lead truck flanges look like 3-rail
It would be fun to see some photos after it is cleaned up some and also show the under side.