I would imagine a 2-8-0 would have been too big for that little railroad. If any of 0-6-0T's were still in existence then, that would have been a much better choice.
I used to look at the Bald Mountain's grade every time I went over La Veta. The big trestle would have been quite spectacular. I have doubts that the Rio Grande ever made a coal stop out of the load out just upgrade from Occidental - the actual station name at this point was "Nixon". While the grade eases substantially where Nixon was located, there is a sharp curve and steep grade just downhill from it. Getting a train started there would have dicey at best. There was a large transfer trestle to dump the coal from the mine's 3 foot gauge hoppers into waiting standard gauge cars. Nothing is left at Nixon, except for large piles of slacked out coal on the ground.