Missing dependencies are missing, so how can they contain any Trojan horses because there's nothing there?
You mean the actual assets and not the missing ones, I assume.
In the 19 years I have used Trainz, I have never run into an asset that contains any malware.
Now, this doesn't mean that a website may contain malware such as a Trojan. This is why you need to use an antivirus program such as Microsoft Defender on your PC.