Starts with a GWR class 4500 loco arriving at the local station in Hannay's home village. At no time in it's existence did the GWR operate further north than Birmingham.
The steam loco depicted is a GWR class 4500 which began production in 1906 before WW1 thus it's not an anachronism. But the specific loco depicted is 4566 which was from a final batch built in 1924 and thus well after WW1.