Arrghhh, I couldn't go to bed yet - this game is so addicting.  Just had to try one more thing.
I went in and edited Session 1, deleting the GP40-2 and then adding it again.  I saved the session as Edit 1.
I then opened the edited session, started up the consist, stopped after a few seconds, and saved.  Exited.  Then opened up the edited session 1 saved game.  Presto!!!  :clap:  Two engines, appeared.  Don't know why that would have to be done, but it worked.  The invisible GP40-2 was no longer invisible.
But...I was locked in DCC as default with no option to change to cab mode - the little book didn't appear on the upper menu with the tools etc.  So, I had to go back in and edit the session rules.  I was going to edit the Quick Drive Rule so that Open Quick Drive window on start was checked, but that was already checked.  Odd that it didn't show before when I had edited the session.
Then I unchecked Enable gameplay session mode, and saved the edited session again. 
Started the edited session 1.  No problems.  Saved the session.  Exited from driver.  Then opened the saved game.  BINGO! I now had the option to choose DCC or Cab Mode, I chose Cab Mode, closed the windows, and still had both engines, just like I was supposed to.  
Scratchy, it is all good.  I am forcing myself to close down tonight, but I will check the other sessions as soon as I can.
Thanks for your support.  It is always appreciated.  The route is really great - I love it.
Gary