Current is a closed circuit is the same everywhere. If you have a circuit involving transformer, wire, TIU, wire, track, loco, and the loco is drawing 3.456 amps, the current will be 3.456 amps at every location. Put fuse nearest the pwoer supplky to protect all components.
GFI does not work on excess of current flow. It works when there is a different current on the hot wire and the common wire of an AC circuit, a sure indication that there is a leakage that could be hazardous.
A TVS works on a current surge, which usually results from some inductive event, like a moving derailment which makes a lot of sparks. It should e located nearest the component you want to protect.