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Where? Think you better rethink this one. The D&RGW flying Rio Grande herald was introduced in 1940 and the Royal Gorge/Moffat tunnel heralds were all gone from engines by the end of 1941.
As with green boilers, there are apparently no color photos of a tri-color hearld on a D&RGW narrow gauge engine...no one has come up with one so far.
If the D&RGW were going to do green boilers and tri-color heralds on the narrow gauge, it surely would have done them on the San Juan and Shavano passenger trains and there are plenty of slides and movies of those two trains in the late 40s with no green or tri-color.
If someone wants to do a model with these colors, who am I to say no. If the C&TS paints the engines that way, who am I to say not. What I am saying is that no one has shown convincing evidence of these colors on narrow gauge engines other than the Rocky Club trips.