MNCR in HBO's "The Jinx"

Tonight we're watching HBO's "the Jinx" about deranged killer Robert Durst, heir to the NYC real estate fortune. They mentioned he went to Katonah station once. On screen was a station with a typical-looking MNCR "KATONAH" sign but the train arriving was an M2 with a hump on top. Isn't Katonah on the Harlem line? Why would they send M2's up there for the filming of this movie.

It's about 15 minutes into chapter 2 on HBO Go.

M-2's have tested on the Harlem Line to Southeast as have the M-8's,could have filmed on the New Haven Line
and hid the station name with a fake "Katonah" sign. Was there any red color square on the sign?
Harlem line signs will have a blue color square
Katonah is at mp 41 on the Harlem line,also the station is an island platform between the mainlines.
the old station is now a restaurant and the low level platform is fenced