Since no one has any information or queries, I will post what I know in the hope that it is useful to someone in the future.
Kato bought out an N scale Christmas train pack in 2016 based on the prototype Operation North Pole train that ran in December 2015 on the Union Pacific North West line using Metra commuter equipment – an f40PH locomotive and five bi level commuter cars.
(From the Kato USA website): “Operation North Pole (ONP)
is a volunteer-based public charity. ONP works with Chicago’s major children’s hospitals, providing a day of fun and fantasy for families who have a child battling a life threatening illness by hosting a fantasy trip to the North Pole. The magical experience includes, breakfast, a festive train ride to the North Pole, a visit with Santa, winter wonderland fun, entertainment, treats, personal wish list gifts, and much more! It's ONP's goal to provide these families an unforgettable experience amidst very challenging times”.
The Kato model of the Christmas train consists of an N scale F40PH and three Nippon Sharyo Gallery Type Bi-Level Passenger Cars, one of which is a cab car. The locomotive and cars are painted in a representation of the vinyl wraps applied for the 2015 Operation North Pole train. The locomotive is #125, the cab car is #8472 and the remaining cars are #6131 and #6054.
The train ran between Des Plaines and Pingree Road stations (and back again) on the Union Pacific North West Line on 12th December 2015.
This Youtube video https://www.youtube.com/watch?v=jBJNx0Bn2xw
shows F40PH #125 still in the 2015 ONP wrap on 23rd
January 2016. The video description states that the five Bi-Level Passenger Cars were still in the ONP wrap on this date but not running with F40PH #125.
I have seen an undated photo showing four of the 2016 ONP cars including the cab car with at least three other (non ONP vinyl wrapped) Metra Bi level cars. The four ONP cars are marshalled together and the cab car is at the rear on the train (red lights are lit). I do not recognise the location.
I do not know when the wrapped locomotive was separated from the wrapped cars or for how long after 23rd January 2016 the locomotive and cars retained their ONP 2015 wraps. I also do not know if the wrapped cars were separated or remained together before having their wraps removed other than noted in the previous paragraph.
I hope this information is of use to somebody. Thank you to the people who filmed the above videos and posted them to Youtube, the people who took the photos that I have consulted and thank you, of course, to Operation North Pole.