I'm surprised nobody has popped in here.

Nick Feast used steel liberally on his Q1 articles.

I'd expect to use brass, but, maybe steel would be more than fine for the use that you'd get out of the locomotive?

Another JohnS.

Nigel, if you look inside the smokebox of any model loco running on coal you will see why rust is not likely to be a problem! There will be a filthy coating of soot and oil which is very hard to remove, certainly sticks better than paint does to brass. As a lifelong stinge I don't use brass when old computer cabinets, mess tins or safety guards can be used instead.

All full sized locos used steel and it took years in the salt air at Barry Island to rot one through so use it with confidence. Don't soft solder any joints though, if your loco is any good and capable of real work the smokebox does get hot enough to melt it. Silver solder or brazing is needed if there any joints. I've never tried inert gas welding,(MIG or TIG) this should work ok as we are only talking about 1.6mm thickness on 3.5" gauge.

good luck

Nick