I couldn't find any late 19th century GWR express engines, but i do know that Drummonds Caledonian Railway No. 123 Single was built in 1885, but as far as I know the CR never ran directly from Kings Cross.
Well, since Harry Potter is fiction we can think that the design of this engine is unique in Rowling's Universe... Still it does not make any other sence that Potter's Lore says that the wizards started to use a train as the Hogwarts Express in the 1830's (100 years before the actual engine was built).
