Maybe not since Cheyenne is responsible for the maintenance and good health of ALL that power, so it better work together...always!
Videos from the chase show an engineer in the lead E-9. I'm not sure they're setup for DPU slave anyway. That's what failed in the other locomotive. There was no hard line between the 844 and diesel, just a radio. A hard line MU connection probably wouldn't have failed in the same manner.
Just a thought, but I do not believe that either of the steam engines are DP equipped. I am pretty sure they are MU'd through the MU cable(wired) running from locomotive to locomotive. What failed is the MU control Box in the 844 or the wiring between 844 and the tenders to the diesels. My thought is a pinched MU cable. Also there are way too many fail safes in the diesels to allow a runaway. Just my 3 and1/3 cents worth.;]