I don't know much about Thomas characters but in trying to deconstruct your hint....I would have to eliminate any of the Tank engines since it must have a Tender if its a 3 piece train with one blue covered van. Now what Thomas & Friends toy train has because "It sounds just like a real train"? ..... Hmmmm
I didn't mention Thomas or his friends, nor did I say that the third item was a piece of rolling stock.
I think now might be the time for a more suitable one that should be a lot easier:
What is the adjective and noun for "of, from or pertaining to Sodor"?
@Chrisjo
No harm done. I am curious as to how that trains sound are, might there be a video of it where we can hear? I am also curious as to why the Tender has cogged drive wheels where the cog is meant to help the train up the steep slopes of the dark blue tracks (higher and steeper than the normal blue slopes). I am going to assume that the cog portion really does nothing but the traction tire portion does drive the 'sounds' as it doesn't need a battery. Maybe they just re-purposed engine drive wheels for this sound Tender so they wouldn't have to produce new ones. At any rate thats a neat engine...is it yours?
To answer Dalagstanator's question: Sudrian?
Modeling the LNER (and some Thomas stuff) in OO Scale.