The locomotive needs a "petticoat" in the smokebox. This part is an extension of the smokestack and held direct the exhaust up the stack. Starting with some round rod, machine the end to match the inside diameter of the smokebox.
Attachment 196320
Then lathe work to bore plus taper the lower edge.
Attachment 196322
Not seen are two tapped holes in the upper side for which screws attach both the pettitcoat and the stack base to the smokebox.
The saddle is the piece that supports the smokebox, and with it the front of the boiler. On many locomotives this is a casting to which the cylinders mount, but here it's a separate assembly. The first task is to fabricate the top, which is the piece that attaches to the smokebox directly.
Attachment 196324
Attachment 196326
Attachment 196328
Attachment 196330
Next. machine two pieces that form the front and back of the saddle.
Attachment 196332
Attachment 196334
Test fit with the smokebox and boiler:
Attachment 196336
To fabricate the rounded sides, I started with a length of DOM tube.
Attachment 196338
Attachment 196340
Attachment 196342
The assembly was then welded.