Actually, the LE&E actually does the whole Works Grey thing! Until WWII, the LE&E paints experimental locomotives in a similar styling while they are undergoing testing. In the case of the R3 Mountains, this does apply! The R3 was patterned after Lima's groundbreaking H10 Mikado design. Shortly after designing the H10 for the New York Central, the LE&E approached Lima for a similar design that would be better suited for high speed running, particularly along the western end of the mainline between Akron and Chicago, which underwent a major line change starting in the mid 1920's. This section, later known as the "racetrack," was grade separated, straightened, and bypassed many smaller communities. As a result, track speeds were rated above 100 miles per hour in many areas, however the LE&E wouldn't be able to take full advantage of the increased speeds until the 1930's, when more advanced motive power arrived in the form of Berkshires, Challengers, and Texas types. On the eastern end, the grades were still pretty rough, with the LE&E crossing through both the Allegheny and the Berkshire ranges.
With this in mind, Lima adapted the H10 design to suit a 4-8-2 wheel arrangement. The first three locomotives ordered (class R3 proper, the locomotive I'm modeling) arrived on the property in early 1924 in the LE&E's version of "Works Grey," and underwent extensive testing for a three month period. By May of 1924, the LE&E green-lighted the delivery of the other 67 classmates. The LE&E was so impressed with the design, that they went to Alco in December with an order for 52 more locomotives, class R3a, built to an extremely similar design with slightly modified specifications, as well as to Lima with an order for 25 more locomotives, class R3b. In February of 1925, they again placed an order with Alco for another 30, class R3c, which rounded out the R3 family.
Point is, yeah, I will be!