0403 was hit with a runaway flatcar loaded with bridge timbers in 1948. The timbers left the flat and literally destroyed one end of the caboose. It was scrapped shortly there after.
W404 (1st) through W409 were Rio Grande Western cabooses, converted four wheel bobbers, that were shorter than the standard D&RG style short cabii, by at least a foot. They had stubby little single window cupolas. W405 through W408 were worn out and refused by the RGS. W404 (1st) was out by '95. W409 was the best of the lot and was kept. Hence the gap in numbers. It was still too small to be of good service and was generally held in reserve.
W400 through W403 were built new for the RGS by the D&RG in 1891. As mentioned above, W404 was built by the RGS on a flatcar frame and was the cadillac of cabeezes on the Southern.
Of course, all these "W"aycars were renumbered in the "0" series around the teens.
Here's a shot of 0409. The little tag on the left side is a "bad order" slip.