Robert,
For what it would cost to send 464 to Chama and back, you would be 1/4 of the way into overhauling the 463, which still does have its superheaters.
You ask why the coaches are yellow? The railroad is part of a county park and the people at the top are politicians and political appointees, not historians and preservationists. "Nuff said!
I should add though that the color, which is really buff, actually looks very nice with the maroon trim, particularly when freshly painted. Remember, it's not a museum, and they aren't trying to pretend to be the D&RGW. They are the "Huckleberry Railroad" with their own identity.