Both styrene and metal are available in such a wide assortment of shapes that you should have no problem finding suitable materials. Go to your favorite retailer and see what they have for "scratchbuilding supplies". The hardest part of fabricating it would be matching the paint color.
I had the same problem with a different brand of locomotive. It all depends on whether or not the manufacture supports a parts list that has the part you're looking for. Mine did not. I ended up buying a generic brass rail kit that you have to cut up into all the pieces of an entire loco railing system and glue it all together. Needless to say it's still in the bag. Way too tedious for me.
Give them a call directly and see if they can adjust the shipping. A lot of e-commerce sites use weird shipping formulas and maybe speaking to a human will get better results.
If not, I'd definitely hit up a local train show or shop that has used stuff. You might be able to find a damaged shell or even an entire loco that has that section of railing intact, and probably not for much $ at all.
IIRC, the old casting of the Bachmann GP40 with clip-on-shell might have had a different style of railing attachment. However, I think that shortly after the introduction of the 8wd versions, the shell was updated (to screw on attachment) and the railings since then have been unchanged, probably for nearly 20 years now. Further, with the GP40 being the most common locos in modern era Bachmann train sets, there are ALOT of them out there. I've got 3 or 4 of these and while they certainly aren't state-of-the art in detail or functionality, they do run quite smoothly.