I'm not sure if one exists for Trainz. I have created an RS3L for Trainz, but I am waiting to release it because I need permission from the creator of the horn.
That said, I do know an S3L horn exists for Trainz which is available over at Jointed Rail from the freeware B40-8Ws. I'm no Leslie expert, but I think the S3L and the RS3L do sound awfully similar.
Hope this helps.
-Carfreak4