The most simple solution, analog, least invasive, and possibly the most flexible, imho, would be to buy a used lgb euro steam sound unit. I believe this can be crammed into the cab. These arent cheap, but are commensurately priced with other sound boards and speakers, sound is good, for what it is, but not specific or tailored to the stainz/small loco at all. Be aware that the stock, sound equipped stainz locos had generally awful sound, like scraping two pieces of sand paper together.
The sound, imho, is quite good, in ageneral way. Standing sounds, whistle at forward movement.
Downsides: exhaust will not be synchronized with wheels, and sound may begin before engine moves, or , continue after loco comes to halt. It is “loco-like” noise while it is running. If corresponding exhaust driver movement is important to you, the glass is half full, at best. Lgb sound had 2 exhaust per wheel rotation instead of 4. The stand alone unit varies. Depending on voltage, there may be 1 arbitrary speed at which the sound will seem synchronized.
Otoh, its self contained, and, can later be shifted to another car and plugged into the back of the loco. No cutting, wiring, costly extra parts. Its an effortless solution, to some extent.
Fwiw, i have always desired an “uber” stainz, firebox light, synchronized smoke and exhaust, constantlighting. But, there is little room in a stainz.
Id say this project depends on your sense of adventure, budget, and skills.
Good luck.