First of all, there's no external rail line connected directly to the WDWRR, so it would have to be trucked over some distance regardless. IIRC, the WDWRR operates on 36" gauge. Standard gauge is 4'8.5" you would have to remove and replace every single axle on the locomotive and tender and insert new ones almost 21" longer. Also, those locomotives were NEVER speed-demon, main-line models, they are slow-service branch line models. None of this addresses the real reason why steam locomotives were surpassed by diesel-electric in commercial service, which is they use up water at an astronomical rate...and there aren't many, if any, water towers left between WDW and Strasbourg, so the engine would now have to be hauling multiple tank cars directly connected with tender hoses to supply mostly water, but also fuel. Simply hauling it on a truck instead of all that ridiculous, impractical, nonsense is not embarrassing, that's reality.
Please tell me you are not serious, and it was all tongue-in-cheek fun? Because, otherwise, your suggestion is embarrassing.