I have two of those. It's a wire female plug on the end of the wires coming from the engine.
There are 6 wires, not 4.
The wires each are soldered to a female metal tube-shaped piece that is inserted into the 6-hole connector
shell.
I had one or two of these break off from that connector back in the day when I was working on
remotoring and improving these engines. I had to push the tube shaped piece out of the connector
shell with a very small jewelers screwdriver, then solder it back on to the wire, then reinsert the tube into
the connector. It can be done, but it does require delicate soldering.
Eventually, since I don't use DCC, I said "heck with this", rewired the insides of the engine to only use
2 wires, and ran them direct back to the tender and got rid of the harness and connector.