Presumably with the pilot! Otherwise they'd be hopping a Fireflash back to Oz as Kayo did, perfectly setting up the next tribute episode to the doomed airliner. :P
This episode was paced strangely to me. Yes, they really SHOULD have turned the passenger train onto the urban siding, or at least given a line of dialogue explaining why they didn't do that (it'd go into a lot of twisty mountains the turns of which the train wouldn't survive, at a thought). Then there's the overall lack of urgency. A train is out of control, and they seem to quite casually go about preparing things and convincing Brains to do a little field work.
And then there's the odd plot hole of having Scott and Brains converse about the latter's going while IN the hangar downstairs, then having Scott head BACK up to the house only to stock-footage his way into TB-1... If they'd just talked int he kitchen or something (where Brains looked to be heading) and then cut to Scott heading down the tube to TB-1, it would have made a lot more sense.
As a story itself, it's pretty classic Thunderbirds. But it's these little things that really take one out of the story, which IMO detracts from the overall experience. I"m hoping that this is a "middle of season" episode and they're keeping more good ones for later.
Mark
PS - Speaking of invisible Thunderbirds, what about TB-S? Aside from being mentioned in one episode, we haven't seen a hint of it since its premiere. At least TB-4 was in action off screen at least once in the second episode, and possibly in this one and/or the one with Alan playing tag with the space mine / EMP generator prop...