So you'll want to be looking at the Cal-Scale, Detail Associates, and Precision Scale offerings but beware that Precision Scale is being discontinued by Walthers so their stuff may be a challenge to find for a while. Other lines of steam locomotive parts have been gone for years.
Another potential source is Trackside Specialties which at least at one time seemed to offer spare parts from brass locomotive importers.
http://greenwayproducts.com/brass-builders-corner-trackside-specialties/
Dave Nelson
You mean like the dual airpumps on the smokebox front, and the cylindrical feedwater heater stradling the top?
"The locomotives could also be equipped with either a rectangular Worthington or cylindrical Elesco feedwater heater on the smokebox in front of the stack. On the MTH models, the M-3 locomotives have the former, while the M-4 road numbers have the latter."
http://mrr.trains.com/news-reviews/staff-reviews/2016/08/mth-ho-scale-dmir-2-8-8-4-yellowstone
"Locomotives of the Duluth Missabe and Iron Range" book by Frank King has a chapter on the Yellowstones. A bit pricey now, but a valuable source of info from someone who worked for the railroad.
Ya, it really is up to you as far as how specific you want it. To be honest, if you got a Bachmann engine and decorated it accurately for the Missabe (gray boiler) and came up with a fairly close tender, only a DMIR nit-picker would have a problem with it.
If you specifically want a big Missabe engine, altering a Proto 2-8-8-2 into a DMIR 2-8-8-2 might be easier. They used a fairly short eight-wheel tender, finding one similar wouldn't be too hard. Years ago someone wrote an article for Ore Extra (DMIR Hist. Soc. publication) on altering an AHM/Rivarossi 2-8-8-2 to a Missabe engine, I think a similar conversion would work with the Proto engine.
With a one or two added details and a good paint and decal job, a BLI C&O 2-10-4 could be a good stand-in for the Missabe's ex-B&LE 2-10-4s.
How fussy are you about accuracy and fidelity? Is capturing the general outline good enough?
Just getting the right kind of tender and lettering it DM&IR would be enough to make some guys satisfied (the "squint hard enough and it looks fine" test, which after all is how generations of RTR steam from Mantua and AHM/Rivarossi made do with the various road names they painted on all sorts of stuff. Example, the AHM Indiana Harbor Belt 0-8-0 in Missouri Pacific Lines paint and lettering. The IHB engine was unique unto itself but yeah, the MoPac had a big 0-8-0 that was sorta, kinda, close. The tender is close).
Now I say "getting the right kind of tender" as if that is a piece of cake. It is not exact or totally accurate but visually the UP Big Boy/Challenger tender (Rivarossi but don't forget the plastic Monogram) is close enough for the squint test. The Bachmann Niagra 4-8-4 tender is maybe not close enough but it captures the general idea. I have bought a Rivarossi Big Boy tender for $10 at a swap meet recently. They are around.
The cab and front end details needing attention (again if you are fussy enough) would call not just for some work and skill but for access to odd and spare steam locomotive parts which used to be more plentiful in the Walthers catalog than now. Some of us veterans tend to have boxes of stuff but these parts are not easily found any more. I probably have 3 dozen steam locomotives in various stages of disassembly or partial assembly to raid for parts, but they all date from when plastic or metal steam was pretty cheap. (The project I thought about was converting an SP cab forward to a DM&IR Yellowstone. I got the cab, I got the tender, but I'd still be stuck with huge AHM flanges, undersized drivers, and an old motor so there it all sits). One of these days I have to sell those boxes of steam parts, which include some Kemtron brass. I'll never ever get to them.
Even then while I have many many steam cabs to choose from, not one is exactly right for the DM&IR Yellowstone. But for the kind of conversion I'm talking about, exactly right isn't in the cards. I'm sure I have something close enough.
The domes and piping would also need changes to be accurate but again the general outline of the engine as is given a new tender might be enough to make you happy.
Or not.
Is it possible to turn the bachmann 2-8-8-4 into a 2-8-8-4 em-3 or em-4. The thing is with bachmann making this wonderful m1 version of a 2-8-8-4 and the lack of reasonably priced DM&IR 2-8-8-4 em3 and em4 (of course mth did one in 2016, but hard to find now) I would like to convert the m1 from bachmann to a mallet or yellowstone. Let me know your thoughts.