I have not had one of these Heljan locos to fiddle with, but a previous Heljan loco, the 02 2-8-0, did have a keeper plate that retains the wheels/axles in slots, not bearings of any kind, and axle diameters were 2.5 mm…..
The way forward was Gibson conversion wheel sets made specifically for the type of loco.
I have no idea if Colin of Alan Gibson has any thoughts about doing these.
Pete Hill