I have some old poole/early Bachfar's steam locomotives. They didn't have traction tires, so they rely on heavy diecast shell. Did someone tried to replace diecast shelm with 3d one? Maybe filling weight(maybe lead, etc)is useful?

Be careful with lead - aside from it being nasty stuff and also causing problems if you want to re-sell the model it will expand and react with some glues and the like. Some of the other weights are a bit safer.

If you've got the space then 3D print and weights works ok. If you've not got the space then 3D printing in metal is an option but not a cheap one. Also an option is to 3D print a master and use it to make white metal castings.