As Anssi suggested…

Drape works when the model is rotated such that the direction of the Drape operation is downwards.

Albeit, it took a 3GHz CPU some time to complete and the result was neither pretty nor complete.

That is, the Drape operation did not result in a closed loop of edges; there were a number of tiny gaps.

The nose of the train is jagged and asymmetric. That’s reflected in the draped edges on the plane below.

The gaps came from the tiny edges in the model.

The tiny edges are the result of when endpoints in one curved surface don’t quite coincide with the endpoints in the adjacent curved surface.