Sounds like they don't want to be in the parts business......
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.
Good luck whatever path you decide to take.