I went ahead and found photos of 2 AtlasO units I own. SD35 215K and GP35 2673H. While I was in Chicago at Des Plaines Hobbies, I bought the detail parts needed:
1 P&D 5740 EMD 5 Chime Horn
1 Custom Finishes 905 Firecracker Antenna
6 Cal-Scale Diesel 3028 Ground Lights
1 Cal-Scale Nathan M-5 Horn
So this took maybe an hour or so to do, but I built 2 Nathan M5 brass horns into M5R24 configuration during this time as well instead of just the one I needed. When I rechecked the photo of the SD35, it looks more like a crazy looking 5-chime than a M5. I couldn't make out the exact horn even using photos of other units, so I chose something close.
This was a simple job. Figure out what the diameter of the peg that holds on the brass part, and then drill the hole where it needs to go. Then CA the part on. Then paint black.
I will edit this post in the future if I figure out what diameter bits are needed to drill holes for these parts.
Here are the photos below. As always, you can click on them for higher resolution. Gotta love it.
SD35 with horn, antenna, ground light.
SD35 with horn, antenna, and 2 ground lights.
GP35 with M5 horn, antenna, and 3 grounds. 2 of which are in view and only one of which is unpainted.