Kit: Zimo MX648 and YouChoos Minnow4 speaker
Not the simplest model to squeeze sound into, but here's one possible approach...
Remove DCC socket and PCB, hard-wiring MX648 in the tender, with wires trailing forward to speaker (Minnow4), which just fits in the boiler on its' side.
In this example, the customer also added a firebox light (nano LED), hence why 4 wires to the loco (2 for speaker and 2 for light).
Photos courtesy of Ashley Dease-Vincent