I wanted to get the coupling rods sorted, which also meant figuring out the crossheads & piston rods. I had vague notions of making up some nickle-silver items, but the nylon bits from the same N-gauge chassis which provided the slidebars proved to be pretty close to exact scale, so I went with those.
Here's the relevant bits - the idea is that I'll glue the nylon T-shaped bit to the metal rod. The shape of the rod end holds the crosshead in place once it's on the slidebars.

Here's the completed rods. I tried using 2 types of Araldite to stick the bits together - the 15 minute version & the full strength version. They both failed miserably despite being placed in a warm hot water cylinder cupboard to dry. The nylon part fell off when attempting to fit the rod onto the loco. What did work was superglue - the gel version. This is something of a worry, as I'd always thought of Araldite as the adhesive to use when high strength was needed, or when nothing else would work.

I added a styrene valance to the footplate, then clipped the rods onto the crossheads & put the crankpins back in.

Seems to work O.K. The piston rod diameter is probably a bit skinny, but I can live with that.