There should indeed be a break gear protection spring but, as this chassis is a direct lift by Rapido from their Iron Mink, it does not appear to be available as an add-on for use on the O21. It seems also to have been lost from the preserved wagon which may explain Rapido's decision.
For most people, the wagon also needs the addition of the secondary, single shoe, brake, as fitted to 14432. My two post '36 examples arrived in the post this afternoon and I am keeping my fingers crossed that Rapido will make the extra break gear parts available as an accessory pack.