Present day lack of understanding would dictate not using the boiler as part of the frame, notwithstanding the fact that it worked fine for many years. I believe it can be done successfully on such a small locomotive if proper reinforcement beyond that needed to hold pressure is provided. My first choice would be to try to have a through frame without totally redesigning the engine. From a practical standpoint, any more stresses and strains added to the boiler should be avoided.
All that being said, I am not familiar with a rule prohibiting the construction. The ASME code provides for structural reinforcement of boilers subject to outside loads but I don't recall any prohibition. It could be jurisdictional.