Mike,
while you may think of the bumble bee colour scheme as ‘old westey’, in fact it did not appear until 1948/49 and was intended as an ‘exhibition’ colour scheme only. It attracted so much interest that the railroad extended its useage. Prototypically, you could run the bumble bee colour scheme with your Mikado and Pacific, bearing in mind that the timeframe is correct but the rail gauge a little different.
I really like the yellow scheme, but since I model pre-1949, I prefer the Pullman’ (?) green coach colour.
At the end of the day, it is always your decision on your railroad that sets the rules. If you like an Annie in a standard-gauge roadname then that is the end of discussion (for you). At present, I am revisitting a previously built loco that I finished several years ago, but never liked the finished look. I recently decided to rebuild it more to my liking, but am hampered by the original chassis setup. Even though my loco is a freelanced model that never existed, I am getting criticisms that it is technically incorrect. I thoroughly agree with the criticism and was aware of the design shortcomings when I originally built it. However, the loco design never existed and thus any criticism, based on existing models, is really irrelevant.
If you freelance a standard gauge 4-6-0 then it is not really open to criticism. However, if you say that it is a model of a particular prototype then you leave yourself open for technical criticism. I recently converted an Annie to a narrow-gauge consiolidation camelback. No loco existed but I liked the prototype loco design and adapted the design to a narrow-gauge look. End result was a believable, but definately narrow-gauge appearance. The only loco design that I have done that I would consider a believable standard gauge is my Pacific version. The taper boiler design suits it to a tee and makes for a very well balanced loco design.