I found that my model of 47967 (266205) arrived with one filler cap missing and no trace of it could be found in the packaging. I contacted Hattons and they sent out a replacement the following day. They may have removed one from a returned locomotive.
47992 (266212) was delivered early on Saturday morning (by City Link's Monday to Friday before 1730 service!) and, as mentioned by robmcg, the filler cap for the front tank was resting on top of the tank right next to where it should have been. This model also shed a front step during early testing / running in. It took a fair bit of finding. All have now been glued in place.
Interestingly both models behave differently when negotiating certain less than perfect sections of track, 47992 being the more awkward of the pair. The PW gang is being kept busy!