When you have several items 'dry fit' to ensure they can be placed as, and where, you want them, I would heartily endorse the suggestion above of a two-part epoxy. As that Frank Sauce commercial goes, I put that s..t on everything.
Seriously, you only need one of those LePage's double-barreled plastic syringes where you squeeze out a small dollop of the resin and hardener onto a bit of tin foil, mix about two minutes with a toothpick, and then use small drops of the stuff inside and outside the shell if there are pins to be inserted.
Loose items will sag, so mind that aspect. You may need to position the larger item, say the boiler or cab, in such a way that the smaller details being applied will sit vertically and not want to slip out or roll over. Will take some experimentation, but fortunately the epoxy will take a while to thicken and then set up, so you can fiddle with the larger item's lie.
I have repaired plastic cams in brass-work chime clocks, placed mounting pins in wells filled with epoxy....I can't begin to tell you how useful epoxy is as both a glue and a filler. I can't recall all the times I have used it, but it's amazing if you think a bit about how you'll support items so that they remain in position while the epoxy sets up.