Actually there is quite a lot of On3 showing up on eBay, unfortunately most of it is far more modern than your current interests.
AMS and San Juan made many of their cars available as both On30 and On3, again not much pre WWI choices. While you are Rio Grande now,
your interests may change to another road. Florence and Cripple Creek equipment went to other roads, including the N-C-O, SP, Pacific Coast, and others.
Also on many railroads their freight cars were mainly flat cars, easily used to build up consists even if not rivet counter accurate. I adopted a philosophy on model train consists. Most other modelers notice the locomotive, the head end car (or first car) and the tail end car (or caboose); the rest is filler.

NWSL (FED) also made the Spartan series 4-4-0 and 2-6-0s in On3 with a quality Sagami motor. The Kemtron On3 0-6-0T is also a much better runner than the HOn3 versions.

If you want to stick with HOn3, consider remotoring with the Mineabea 15mm square low rpm 4 magnet motor. Modelers have been installing that motor in numerous HOn3 locos. It's torque and low rpms eliminate the need for gearhead motors, cost is under $3 and current draw is less than Sagami can motors. A couple of high end importers refused to use them because they are much cheaper (although better) than the motors they have used in the past. The RepowerAndRegear list on groups.io has been installing and discussing these motors for 18 months now. The list has a lot of experience making out models run better than ever.
ken clark