Here are some other examples of train robots. Here's Might Gaine, a robot composed by 3 trains - 2 bullets and one steam.
Here's TriBomber, a robot composed by 3 bullet trains, which also can take alternate animal modes (lion, dino, bird):
Here's BatteBomber, upgrade of the previous robot, with a 4th component added, a bull themed train.
Here's GuardDiver - it's a police car, fire truck, jet and drill that can combine into train or robot modes (They're launched in train mode, then split into separate vehicles and can recombine into a robot).
I can easily see Toei going with a mixed theme, rather than just pure trains, so something like these last three robots might be possible.