Regarding the valve gear, the two rods appear to be connected to part 6536, which slides on a technic axle under the running boards. So it doesn't look like we have anything moving on and out of the cylinders themselves. Someone mentioned this earlier, but its does look like the buffers on the coaches are brick built like the engine, which makes me curious what connection they came up with instead of magnets.
Overall pretty satisfied with the set. The coaches look great both inside and out, and they've finally added in some additional details that have been omitted from previous steam locomotives.