I recently bought the Class 31 for TSW2, but was disappointed to see that it was not added to my TSW2020 install. Am I right in thinking that; If you buy a DLC for TSW2020, that is also preserved in TSW2, you get a copy in both sim's installs If you buy a DLC for TSW2, that is also available in TSW2020, you only get it available in TSW2? That seems an odd policy. I was considering refunding the Class 31 and buying it for TSW2020 instead, to see if I'd get it for TSW2 too (pretty sure from past experience I would have), but forgot and too many hours passed!
I think this was done in an effort to avoid confusion for new players. Not too familiar with Steam but on console (PS4 in my case) it would be extremely confusing to have to buy DLC for a different game (TSW 2020) to use it in the actual game (TSW 2) if I started with TSW 2. Therefore they added the „Preserved Only“ version for lack of better term that is in the PSN store directly linked to TSW 2. As you don‘t need the original DLC in that case, it‘s not added to the license you just bought. While it makes sense, I think in an effort to avoid confusion DTG might have accidentally just created more.
Yes, apart from the NEC route and its locos, as there are no plans to preserve them due to the amount of work it would take.
FAQ: https://forums.dovetailgames.com/threads/train-sim-world-2-frequently-asked-questions.25065/ If you can, ask immediately for a refund and buy BR Class 31 for TSW2020 (assuming you already own Tees Valley Line for TSW2020). So you can download both for TSW2 too: preserved Class 31 and preserved TVL.
If you are on pc steam version you should check your dlc tab in the games properties. If you bought the game in microsoft store, there is no support for preserved collection. How it works on consoles I have no knowledge of.