It's a bit better with LNER in general, the Gresley LNER Group Standard designs have been particularly well covered by Bachmann but there isn't a great deal of pre-grouping stuff.
Regarding livery, LNER modellers are somewhat more fortunate as after the 1928 painting economies the liveries remained the same until during WW2. Isn't an additional complication with the LMS that big renumbering scheme they did around the 30s?
On Thorpe Thewles (a station near Stockton, LNER 1923-1939) we have the following RTR engines that would fit a pre-1935 period:-
K3 no. 2934, the one on which Bachmann forgot most of the lining. That particular engine went to traffic in September 1934 but the tooling is good for ones built after No. 135 in February 1925.
J39 no. 1467, this is actually a repainted BR one but I think Bachmann have brought them out in LNER livery before. Class introduced 1926.
While our V1 No. 466 is a Wills / Nu-Cast kit, Bachmann have brought this engine out RTR before. To traffic October 1936, but class introduced 1930.
A1 No. 4475 Flying Fox. Hornby with Great Northern tender, condition as modelled covers period September 1934 - June 1935 and March 1937 - February 1942 if I've interpreted the table in RCTS 2A correctly.
A3 No. 2505 Cameronian. Hornby (Ringfield). To traffic October 1934, originally had 'New-Type' non-corridor tender, GN tender after November 1936. I have a sneaky feeling that Hornby made ours with a corridor tender, which would be incorrect, but it's been a while since I've seen it.
Everything else is kit-built, mainly Dave Alexander ones.
The only NER engine available RTR is Bachmann's J72 and the chassis is well overdue a re-work even if you don't use DCC. Hornby is the usual story of random shunters or huge pacifics and nothing in between.
Someone's brought out an N2, in GNR livery. Looks lovely, but even if they did it in LNER livery it's out of region for us. Rather have a G5.
Bachmann are listing it under catalogue ref. 31-003, the livery being LNER black (number on cab) which is good for roughly 1928-1939 or possibly longer depending on when it got repainted during WW2. Its number of 6190 is good for roughly 1924-1946. I suspect it's one of the Great Central ones, and I'm not familiar enough with the class to comment on the detail on the actual model.
They're also listing a GWR version under catalogue number 31-129 but no release date as yet.
Bachmann's Era scheme is bollocks anyway, Era 3 covers at least four reasonably long-lived LNER livery periods (24-28, 28-39ish, WW2, post-WW2) and it's daft seeing the A2 'A. H. Peppercorn' lumped in the same period as the Robinson O4.