I had a friend message me this morning saying that despite downloading the class 86 for TSW6 it wasn't showing up on game. I've checked mine and the same, my class 86 has vanished despite having it installed, I can't choose it. We are both on PS5.
Seems to be a common issue with TSW6... I am on PS5, and had the same issue and managed to resolve it. If you go to the main menu on your PS5, click the 'options' menu on the TSW6 logo, and then click 'Restore Licence' it should resolve the issue and any missing rolling stock should reappear. It's a weird fix, but it worked for me. I had the Class 87 disappear and by clicking the 'restore licence' on the PS5 main menu and then starting the game from fresh it resolved the issue for me.
I had my Class 47's disappear on PS5 too, restarting the game wouldn't fix it but then it came back randomly, very weird