Essentially, this project begins with a GP40-2. Cutting out the dynamic brake and radiator sections, you replace them with the corresponding sections from two SD45s. The GP40WH-2 radiator section is longer than the standard SD45, requiring two shells. The HEP section at the rear of the hood must be rebuilt if the correct hood doors are desired. In HO, this can be done using Cannon doors, but you will have to add louvers. The rear pilot and steps are from an SD40T-2, and the cab is from a F45, with some minor modifications. Decals are available from Microscale in both HO and N scale.
The photos in my GP40WH-2 photo section will help with this project.