Sorry Eric - my bad. I was under the impression that the WCML-North needed to be ticked in the Object Filter but it does not. I put the Class 85 on the track at Stafford on the Trent Valley and was able to drive it away.
If the 86 is a requirement for the 85, I would activate it anyway to be sure. Most people have it anyway.
I had a look when I put the Class 85 in the Trent Valley Free Roam and WCML-N was not ticked. Maybe it only needs to be ticked if you are going to use the Mk3 stock?
As Torf said at the top of this page in the Object Set filter under keithmross\WCMLNorth Note it is near the bottom as its a small k instead of K