Nice looking build mate.
I recently joined my local society, along with my mate Rich, for several reasons and got bitten. We are more interested in traction engines as they can run in our gardens without needing track. Had a look at some of the locos at the society and we were both like you....."We got to build one of these!!!" Understand you completely. Like the fact that you got hold of a very good quality part build. I am experimenting at the moment with some parts and just about to start a topic for the build from scratch. Will watch yours with great interest. Once its done and running we may have to come down to Basingstoke to see it running.
Keep going. Rob Roy appears to be very well documented on the internet. It sounds like it is a very unforgiving engine build and needs great attention to detail especially the slide valves, excentrics and their setting. It looks like the chests are very close together. Have you considered replacing the through bolts with studs and nuts to make removal of the lids easier?
Julian