Hi Ricardo, I've built a few trains recently and a lesson learned was to not glue the wheels on the axles yet during the build, only after having prepared a stretch of rails. In that way I could align the flanges properly in between the rails after completion of the entire locomotive or carriage. Indeed, it's important to consider paper thickness of the flange assembly.
In any case, your build looks impeccable, as usual
!
Cheers,
Erik