IMHO -
1) Too much SMOKE is generally NOT authentic.
2) A lot of STEAM, on the other hand, can be spectacular.
3) The latter requires cold, or at least cool, surroundings. BRRRrrrr.
It's generally coolest early in the morning, so depart at 5:00 am and set up the first - and major - photo stop when there's just enough light to see what you're doing. (Good luck getting some of us old curmudgeons out of bed - and fed - by 5:00 am, but there are probably enough of us that it's worth a try.) What time is sunrise at Lava Tank in late September?
Also, a sunrise photo shoot in the Chama yard, e.g., wouldn't require a lot of flashpower - maybe just a few fill-in strobes. The main thing would be to have a knowledgeable photographer setting it up and a properly dressed hostler or two to have the engines fired up and to (re)spot them in the best locations (coaling tower, water tank, etc. - maybe even with a few stockcars at the loading chute*), and to perform appropriate engine servicing for the cameras.
[I'm describing the C&TS only because that's the line I'm most familiar with. I'm sure there are lots of equally enticing locations on the EBT, NN and SVRy, etc.]
- Russo
* plus a few snorting cows & steaming 'pies for authenticity?