Howdy Brian ... looks like you have some fun ahead of you. Love the Mamod steam wagon myself. I also recommend using meths in these engines. Yes, meths used improperly, in overfilled burners does pose a safety problem, but done correctly is quite safe, clean and almost odor free. Using 3 in 1 oil for all the mechanical bits is fine, but steam oil should really be used in the cylinder and on the port faces. Wouldn't really worry too much about it though, as 3 in 1 has been used in place of steam oil on Mamods for years now, and for that matter, no oil has been used on them for years as well!
Fact is that at the low temperatures and pressures that these engines typically run at, the condensate water actually acts as a lubricant to a certain degree, though using proper oils for all moving parts really is a better idea!
Hope you have a ton of fun with that great acquisition ... I know mine provides me with joy!!!