Gents,
I have three 2-8-8-2’s made by Proto or Proto Walthers. I have had trouble keeping them on the track until today. At the suggestion of a friend, I replaced the stock wheels of the pilot truck with some old IHC pilot truck wheels from a 4-8-2. What a difference! The deeper flanges on the older IHC wheels keep the locos on the track. The problem has been resolved.
I thought maybe you folks might be having the same problem and find this solution quick and easy.