That will be one of the former Grand Central 2+6 HST sets, which transferred to East Midlands Trains last December. In this case it's set DY23. 42586 is a TSO that has been renumbered from First Open 41203 (Which was itself once loco hauled FO 11038), and 41209 is an FO that has been renumbered from TSO 42409 (Which was originally loco hauled TSO 12088).
The buffet vehicles in these sets in the 402xx series are former First Great Western TRFBs with first class seating, which have replaced the standard class TRSBs in the 404xx series that Grand Central used in the sets. They're not recent renumberings.
The renumbered ex-Grand Central vehicles, and their former identities, are as follows:
41207 - 42403 - 12033
41208 - 42406 - 12112
41209 - 42409 - 12088
42584 - 41201 - 11045
42585 - 41202 - 11017
42586 - 41203 - 11038
According to the ABRail website, the three ex-Grand Central HSTs are currently formed as follows:
https://www.abrail.co.uk/lhcsstockformations.htm
DY21 41207 40205 41204 42584 42402 42401
DY22 41208 40204 41205 42585 42404 42405
DY23 41209 40221 41206 42586 42407 42408
I
think that First Opens 41204/205/206 are permanently declassified, and were refreshed with standard class seat moquette by EMT but retain their 2+1 seating layout; I've not travelled on these trains since they left Grand Central to know for sure.