I notice that the loco is in my TSW2 Steam library but without the WSR. I thought they had to come together.
Same here. See attached. Probably just a weird little glitch in the Steam data as DTG prepare to get the next preserved collection out the door. I haven't checked to see if it's actually available in game in the scenario planner, but I'd doubt it.
I bought the loco as an add-on for WSR in TSW 2020 where it currently resides along with its associated services. It seems to have been preserved into TSW2 ahead of its time, so to speak. When WSR arrives I assume it will be integrated into the route folder. Where it resides now I have no idea.