That's a good looking loco. I really like the picture with the real thing in the background. Very nice!
I have custom painted two P42s like the one below, in addition to having one of the limited run Athearn/Hobbycraft ones from a few years back. The unfortunate thing is having a lack of coaches to pull with them. I now have a trio of Rapido Trains resin LRC coaches I built, and am waiting on the RTR ones from Rapido. But I would love the Renaissance cars as well. In HO scale, you'll have a hard time building them. \
I did try to kitbash one about a year ago. I started with a Hornby OO scale British Rail MK-4 coach, kind of like this one:
http://www.hornby.com/passenger-rolling ... oduct.html
I then covered the windows next to the door at the one end, and removed the door from the other, filling it all with putty and sanding it clean. I also removed the steps from the trucks, and fixed them to the car body. I then painted the car and added Rapido Trains LRC coach decals. The final product looks like this:
The only problem is that the coach is too big. British OO scale runs on the same track as HO scale trains, but is a larger scale. So the car simply looks too big behind my P42 or F40PH locomotives. You could make one to scale, but you would have to cut and splice the car to make it narrower and not as tall. Then you would have the problem of the windows and trucks still being too big. I had four coaches I was going to do, but I gave up after finishing one.
For now, that's your only real option, besides scratch-building the cars. Otherwise, you'll have to wait and hope that either someone eventually makes the cars RTR, or perhaps a resin kit for them. The resin option is much more likely.