Here are two examples from N scale 2-8-4 models. The first is from the Rowa/Rivarossi model (early 1970s I think). It's just the smokebox front so you can see how it is designed. It's OK, but the details are fairly coarse.
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The second is the front of the Life-Like/Walthers model (hopefully this will be an Atlas model someday!). I didn't remove the smokebox front, but the basic construction is similar to the Rowa design - the numberboards and headlight are integral with the smokebox front, which is a separate piece from the rest of the smokebox.
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The Model Power/MRC Mikado (and Pacific - same shell) have a similar design with the smokebox front being a separate piece, but (obviously) without the flying numberboards.
I don't care if the numberboards are illuminated - although that would be Very Cool. I do care that I can still illuminate the headlight and Mars light.
And yes, I thought about simply putting the 2-8-4 smokebox front on the Mikado - it's too big