The foam is insulating board found at Home Depot or other home improvement stores.
It comes in different "ratings" and thicknesses.  The pink is the best suited for our purposes.

Gus.

If you have everything glued down, I don't see a need for screwing the track down.  All the track in my layout (about 150 feet) is glued to the cork roadbed.  I haven't seen any track coming loose in the 10 years I've had it.  If you ballast the track, that will give it even further anchorage.

Good luck..!!

Gus.

The product description says "graphite smoke box"  The smoke box is the front end of the engine.  It does not say "with working smoke" or some such description.
No great loss. As has been pointed out, the smoke you might get is but a whisp...Not a cloud...

Gus.

I had that problem with one of my B'mann engines. It seems the pilot wheel truck & wheels are very light, and any small "anomaly" in the track will pop them off the track.  I solved it by epoxying a small piece of flat lead to the top side of the pilot wheel truck.  Now they can fly through any turnout as it "highballs" down the track...
Just be sure the weight doesn't touch the cylinder assembly right above it.

You should also consider getting a set of jeweler files.  They are indispensable in any MRR's tool kit.

Good luck..!!

Gus

Those kits are really cool..!!  I've built quite a few of them over the years to match a few that I inherited from my ol' man.  They are over 60 years old...

Grades are usually defined in terms of percentages.  In other words, the change in elevation per 100 units of track, such as a 3% grade, which is a 3 inch rise over 100 inches of run.
So, what is the grade in these terms..??

Gus.

Please clarify....You mention using a "crossing" and "crossover" as well.  They are not the same.  A Crossing is a place where one track bisects another.  A crossover is two turnouts joined by their divergent tracks.  Each requires different wiring schemes. 
So, what is it that you have..??

Gus.

Good to hear that you're up & running again...

Gus

Thanks for the update...But I found my original tube..!!  Trains running smoothly now   

Another reason for this behavior is to have the engine number selected on two different throttles... (been there, done that...)
I "always" dispatch the engine number from a throttle when I finish running it.

Gus

Thanks for the tip.  I'll check Wally-World today.

Gus

Good news..!!
Not being one to leave "bad enough" alone, nor wanting to wait for a couple of weeks if I sent the loco in for service, I decided to "track" the problem down and see if it was fixable.

I began by oiling the axles of the main drivers and leading and trailing trucks.  No go...The "knocking" remained. I then oiled the axles of the tender trucks.  Same result...

During all my testing I also noted that it made the knocking  noise on some curves, where the drivers shift laterally.  Hmmm...What if the drivers were bumping against the valve gear when they moved laterally..??  I decided to oil all the valve gear "joints"....Eureka..!!  That did the trick..!!  She now runs quietly, like a good engine should 

Ideally these joints should be greased, but I ran out of modeling grease some time ago.  Does anyone who might carry it..??  I used to have some from my AF days, but apparently I finished (or misplaced it..).

Thanks for your help.

Gus.

Further development....
I tried running the engine in reverse, but in the same direction (downhill), and the noise is almost totally eliminated.  This might well point to the drive shaft shifting and rubbing against the shell. I'll try running it tomorrow without the shell to check how much of a shift there might be. (I've had all the "fun" I can stand for one day...)

Gus.

P.D. Does Bachmann monitor this board..??

Len,
Thanks for the suggestions...but those possible causes would be apparent at all times(I think...) irrespective of level or graded track.  The problem only arises when going downhill.
I checked for wheel gauge and they're all in gauge..
So, where do I go from here..??
Gus

Roger,
It's definitely a rubbing, continuous noise...No ticking is heard.  I checked the power pick-ups and they are touching the rims, not the spokes.

Gus.