Kinda gutted about the extreme lack of pre-grouping models. I wouldn't mind owning a few Caledonian Railway locos and coaching stock myself. I mean, they have some kind of repainted Smokey Joe (were they even real locos?) in CR livery, but that's it!
Yes they were real locos. They were the Caledonian Railway 811 class, built in 1895, so the Caledonian Railway livery carried by the Hornby model is actually one of the few that is authentic. Hornby have modelled number 270 at various points over the years, which I belive was the first loco of the class. They passed to the ownership of the LMS, and 8 (or was it 11?) of them survived into BR service in the 1950s, with one located at Crewe works (the only one to escape Scotland!) and another at St. Rollox.
I too would be interested in seeing more pre-grouping locos and carriages, particularly from the Caledonian, Highland or North Eastern Railways. They had some very attractive loco designs, and Caledonian blue and North eastern apple green are two of my favourite liveries!
The Highland Railway livery worn by the Caledonian Pug General Vegitable has posted a pic of is fictitious; blue tank engines have always sold well over the years; and is one of two models Hornby did in that style on the Caledonian Pug, the other was No.8 "Loch Ness". It does make for an attractive little model though, and they're pretty easy to pick up secondhand.