Tell us more about your AU. I'm especially interested in what other locomotives for both the Big Four and BR had.
Long story but WW2 has reduced if not zero American involvement and drags on another year or so. For railways this essentially means that a lot of the Big Four start Petitioning the War Department for permission to design more permanent solutions to the need for locomotives than the WDs. So with SR not much is changed other than the addition of the G1 "Victory" Class 4-8-0s. This class was originally drawn up to provide a similar service to the P2s (which again due to the WD are not rebuilt by Thompson) but better suited for the SR. Bulleid originally draws them up as essentially just as powerful as the P2 but with smaller drivers however the WD ask for larger drivers for higher speed operations so that its not just the SR's answer to the WD 2-10-0s. Eastleigh builds 25 of these between 1944 and 1949 with BR rebuilding them with
Walschaerts from 1953. They last into Strategic Reserve with all but two (2D-14 and 2D-22) broken up in the late 1990s.
GWR is a lot more convoluted and is very much a messy affair - They plan to very much expand post war and therefore spend a lot of money in the dying days drawing up for said expansion. The only real "War Baby" of the GWR is the "River Class" 4-6-0+0-6-4 Garratt and the digging up of Collet's 2-10-2T design as the 82XX, both of which are intended to allow locomotives to be pulled away from the Coalfields and onto the mainline. Essentially to free up the Kings from the Ebbw Vale line. There's only one River Class built and a small handful of 2-10-2T locos built before Hawksworth, seeing the end of war, changes tack and works on a Standard line. Some input from his previous work with Stanier leads to him proposing two express engines (a 4-6-4 and 4-6-2) for mainline duties. The Baltic is his answer to the Devon Banks and is the planned King successor and the Pacific is more of a general engine. One prototype of each gets built before BR comes in who then cancels the project since they were starting to go cripplingly overbudget. He also drew up many more designs although of these the only OTL difference is a small handful of 85XX class 2-6-0PTs which mainly work in the Forest of Dean.
LNER has ambitions to build a whole new line of locomotives with Peppercorn proposing 2-8-2s, 4-6-4s, 4-8-2s, 2-8-4Ts and even a 4-8-4. Only the 4-6-4 gets built as the Peppercorn W1 with management preferring to plug the gap with proven designs. The only other thing to come out of it is the BR 9P which is essentially a modified Peppercorn 4-8-2 with a Standard Boiler.
LMS is probably the least changed although a number of designs are drawn up and seriously considered. Stanier proposes a 4-8-0 as an 8MT design, a 4-6-4 as a next generation 8P, a 9P 4-8-4*, and a 10F 2-10-2 for coal trains. Fairburn continues to pursue a 4-6-4 but is personally more keen on diesel designs. Ivatt is a realist and doesn't really see a viability to diesel immediately but continues on the 10000 and 10001. He proposes to move more towards principals of Super Power to keep fuel costs down and power output up and so proposes spins on previous designs. He suggests a 2-10-4 on the basis of the Stanier 10F and also proposes a 9MT 2-8-4 "Black Seven" which would later form some of the basis for the Riddles 9MT 2-8-2. Riddles himself also gets a word in on the LMS's demands for a 10F and independently submits a 2-6-6-4 11MT but this is never seriously considered (both due to politics and it being a wildly impractical idea in the eyes of the LMS).
BR is also similar in the standard line, however there are some fairly major differences on the more powerful end of the spectrum. The increased traffic due to war never really goes away and BR start to consider things beyond the planned 9F. They request Riddles to draw up plans for both a passenger and mixed traffic engine to fulfil the 8-9 power bracket and a freight engine even more powerful than the 9F. The first built is the Riddles 9MT 2-8-2 which is basically a 9F boiler fitted to a Mikado frame to allow for higher speed and greater versatility. The 9P is essentially a combination of the Peppercorn 4-8-2 and the Stanier 4-8-4 but this almost did not get built. However, an accident on the ECML that takes out a Gresley A4 and a Peppercorn A2 leads to BR allowing Riddles to built the 4-8-2 as a replacement. One of these becomes "Evening Star" instead of the 9F and is the last BR steam loco finished ever. Finally the colossal 10F which is a one off built by Beyer Peacock to essentially a cut down AD60 4-8-4+4-8-4 design. BR were originally going to go with a Riddles simple articulated design but concerns were raised over clearances and curve tolerance, leading Beyer to step in and suggest the design which gets built. Finally there is also the 5MT 4-6-4T which has frames cut but is never finished (with a replica built in the 2000s) and also the Class 5 Glens which are a small series of 4-4-2s built around the same time as the Clans for Scottish service replacing the slew of 4-4-0s and 4-4-2s.
BR also inherits a far more profitable narrow gauge network briefly so starts working on improving that but aside from the 2-6-6-2Ts and 4-6-4Ts for the L&BR. However BR sells most lines off to enthusiasts throughout the 1960s aside from the Vale of Rheidol and L&BR which they can't find anyone willing to take it over who is also willing to fulfil freight contracts that BR had brokered with local industries like Mines. These then become not only the last location of steam outside of reserve on BR but also the last steam on revenue freight in the UK.
You are more than welcome to question my reasoning on any decision here - some of it is simply "because its cool" with reasons tbd later. This also does not include pre WW2 changes that I've use minor butterflies to make but they are minimal for BR at least.
* Minor note: this actually ends up getting built by enthusiasts who bought the plans by accident at a car boot sale and decided to recreate the "Stillborn Stanier". This eventually develops into a situation rather like the A1/P2 Trust but for locomotives that were on the cusp of being built. Their current project as of 2023 TTL is the Stillborn GCR 2-10-2 Vauclain Compound with proposals for the Hawksworth 4-8-2 being the next to be built.