The loco is 4472 Flying Scotsman, and the film (made in 1930) is called The Flying Scotsman. As far as I know, locations on the LNER were used, but I have no idea what Sir Nigel Gresley's reaction was.
Yes, that is the correct answer. Filming was done on the Hertford loop, depicting the London to Edinburgh express. the plot is that the driver was due to retire, and he had reported a fireman for drinking while on duty. Bent on revenge, the fireman plans to sabotage the train. Pauline Johnson played Joan, his daughter.
I was reminded of the sequence in
The Jewel of the Nile, where Joan Wilder (Kathleen Turner) falls off a carriage roof, the sequence of her hanging onto the carriage side was then shot with a safety strap in place.
Initially pleased with the free publicity, it was insisted that a disclaimer regarding the film be inserted in the opening credits "For the purposes of the film, dramatic licence has been taken in regard to the safety equipment used on The Flying Scotsman." Film historian John Huntley alleges that Sir Nigel Gresley forbade any further filming on the LNER.
the Directors Chair passes to you