Note that the class 35 moguls were built with 36 inch driving wheels like other D&RG freight power. I'm not sure what source you use but my source is the Baldwin company records which clearly list 36 inch drivers on the 11x16 D&RG moguls, plus looking at side by side builder's photographs of the class 25 and class 35 machines, the class 35 drivers are clearly shorter. This makes your task easier as scale 36 inch driving wheels are easy to find due to their use on so many consolidations.
Main visual difference between Rio Grande class 56 and class 60, especially in a scale as small as HO, would be the size of the tender. All of the class 56 engines were delivered with tenders in the 1400-1500 gallon range. All but a few of the class 60 engines had much larger tenders of 2500 gallon capacity. In addition most of the class 56 engines were green and most of the class 60's were black as-delivered, but they were all repainted to a more basic black by the1890's anyhow so that's less significant.
In your search for class 40 mogul patterns, keep in mind the D&RG machines were in essence bone stock Baldwin class 8-18D drawing 2 engines. These locomotives ran on railroads all over the country and you might have luck finding your info on an example owned by a different road.
All of the D&RG narrow gauge 4-4-0's and 4-6-0's were ordered with 45 inch driving wheels (40 inch centers). Tires are a wear component and some got thicker tires during later overhauls, but the centers remained unchanged. Hence the wheels off a T-12 are the right size for any of the 4-4-0's and I'm certain that HOn3 scale T-12 models are out there. Your class 42 model could also stand in for a class 38 by changing the shape of the dome; all other dimensions are close enough that the difference wouldn't be very apparent in HO scale.
A K-27 has 40 inch diameter drivers, but since those are outside frame locomotives I imagine those wheels would be useless for your purpose. Also the centers are smaller than the 2-4-0, which had 36 inch centers. That HOn3 Spartan 4-4-0 should have had 42 inch drivers which would be awfully close to 40 inch in a scale as small as HO. At least it'd give you something bigger than 36 and smaller than 45 if you can't find anything better. Many locomotives that had 41 inch driving wheels had the same size centers as the 2-4-0's, just a thicker tire, so such wheels would work if they exist. Examples include a great many Brooks-built Moguls that ran everywhere, as well as Baldwin Moguls such as those which ran on the Nevada Central. RGS 20 may be another place to look; while you see it listed with 42 inch driving wheels, it had 36 inch centers--the same as the 2-4-0. The difference is, again, due to tire thickness and that's not a constant in service.
