Are you reskinning the model or the Chameleon texture set? One of the deps for the model should be the textures for the Chameleon script, with a name like PRR Tuscan SD45 Textures...or whatever it is since I don't have CMP open right now. You have to reskin this, not just the model, or else it won't come out in-game. This gives you a bonus, however; you can make 3 skins for the locomotive to be selected randomly.
Make sure you point your cloned model to your reskinned texture set!