I have read that CNR had set-out sleeper service on some if its trains to Atlantic Canada. How would they keep the set-out cars warm until the passengers got off in the morning? I know CNR owned a fairly large roster of steam gennies, but it seems like a poor use of such equipment to have it sitting idle at a station.
Steam would be supplied by the station or other RR building like the powerhouse for a nearby roundhouse or engine house, railroad shop etc. Remember the set-out wouldn’t be out in the wilderness, it would usually be at the station of an at least moderate sized town, and that most all railroad buildings would be heated by steam heat. Running a steam pipeline over to the sidetrack where the car would sit wouldn’t be hard.
BTW off-subject a bit, but many steam and diesel switchers assigned to passenger car sorting at larger stations would have steam lines / steam generators (for the diesels) so they could be providing heat the the train while assembling it. In very cold weather the switcher might stay connected until the road engine was there to couple up to the train.
when i first went to work on the IC back in 1963 there were steam lines on all the stub tracks at central station in Memphis and even a steam connection on the business car stub track that was northwest of the station.
during an unusually cold December, i recall a steam generator car being used to keep a couple of headend cars warm on the express track. some hatchery over in Arkansas was shipping a bunch and i mean a bunch of baby chicks in cardboard cartons. as best i can recall they went out on # 16, the St Louis mail train.