Return it to the dealer and get your money back. That will make the dealers more likely to influence MTH to get it right next time and you have no obligation to spend your hard earned money on something that is not what was represented.
If the dealer gives you a problem about the return, don’t do business with them anymore and make a complaint with your credit card company. Generally, unless you have bad credit or regularly make such disputes, they will give you your money back. Have photos of the original catalog art and the delivered product ready, as well as some photos of the real thing. Some difference in shade is probably unavoidable, but you are not being unreasonable here - that locomotive looks like it is painted for the St. Patty’s Day parade, and that is a good thing in terms of making it easier for you to show how different it is from what was advertised. If the difference were less noticeable, it would be harder for you to make the argument to a train-layman.
Good luck.