Every account of the 'Secret City' that I have run across in other non-rr books, as it was being developed, was that everything about it was kept under high secrecy. Children born later on at Los Alamos only had a PO Box in Santa Fe as their place of birth! I doubt much news was reported, even if there were rr movements. All accounts of the scientists that were sent there are that they arrived by train in Santa Fe, and transferred to cars/coaches for the rest of the trip. All material was trucked up the hill.
Looking in Dick Dorman's "The Chili Line", pg 144, there is a news account of the ripping up of the line, 'Santa Fe New Mexican', dated Sept 2, 1941, "leaving Santa Fe the only state capitol in the nation without passenger train service." It also states the last train came in the previous day with agent's equipment from stations like Espanola.
Dorman goes on to say the rails were sold to Japan just before Pearl Harbor (according to Santa Fe residents), and the rails were long gone when the Los Alamos projects started in 1943, or the line would have still been active today, shuttling supplies to the foot of the grade (at Otowi Crossing) for the lab.
I think this thread has been played out for its last gasps, and there was no 'Secret RR'. Not that this keeps you from doing a 'what if' railroad. I planned a model railroad based on the line (only graded 50 miles or so) that was started by the D&RG up the Chama River Valley 'as if' it went on to completion and connection at Chama, NM. Fun to conjecture about, but never happened.