Watch the pistons/connecting rods, crankshaft, driveshafts, and trucks very closely.
I had a clicking sound coming from my first-run CWP shay, a few years back. The problem ended up being some flashing on the front truck sideframe, causing a misalignment in the driveshaft.
After it had some more wear on it, the crankshaft started dragging, and causing the same issue.