Hi Gray.
Hope you enjoyed your visit to the RH&DR. The loco used on the armoured train during WWII was Davey Paxman 4-8-2 No.5 'Hercules'. I've attached a photo of it running in 1995 with the armour plate (actually wooden replica "plate"!).
Locomotive database on the HRA website lists a Motor Rail 0-4-0 (diesel/petrol?) loco, W/No.7059 built 1938.
http://www.heritagerailways.com/locosdb/locosdb.php
I think they also have some Simplex machines as well.
As for coaching stock, see the RHDR website:
http://www.rhdr.org.uk/pages/stock.html
http://www.rhdr.org.uk/pages/coach_list.html
As you can see, most of the coaches are from 1970s onwards, with only a handful of older ones which have been retained as special saloons.
Hope this is useful.
Regards,
Tony