Unfortunately, I cannot recall exactly and do not have a GP9 in front of me, but this may be one of the Atlas Classic locomotives that has a different bearing in the driveline. If so, they're more like a doughnut with two small wings rather than the square bearing blocks. You may not be able to Beardenize this type, but it's easy to put these in wrong, which will make noise.
Another problem can be overtightening of the frame halves, which can cause binding in the driveline enough to cause noise. Also, it may make the shell fit a little looser, causing the shell to "rattle," explaining why the locomotive is quiet without the shell and noisy with the shell installed. Maybe you could apply a piece of tape to the bumps that retain the shell to see if that tightens up the shell's fit and quiets the unit down.
Hope this helps,
DFF