As a model railroad enthusiast I was drawn in by the logline. With that, I empathized with Jackson Reed.
I liked the character descriptions. I could visualize them rather vividly.

The story came across as a little awkward in a way that was comical. Allow me to explain:
Jackson has a $1200 object in a first floor college dorm room? Maybe it’s because I went to the University of Bridgeport but I think that having something that valuable, with a price tag on it, is looking for trouble.

Gunnar needs help to climb through the window. He then announces his intentions and expects to just leave with the locomotive; as if an immediate call to the police would not take place.

Helping Zeke through the window was pretty funny but the icing on the cake was Sharon’s response to seeing the beheaded Zeke: “…I was only gone for fifteen minutes.”

The rest of the story was in Tweensville; a little too gory and violent to be an obvious comedy, a little too unrealistic to be an obvious thriller. It was stuck in between. Trying to pass it off as both is tough to do with only five pages.

I may have enjoyed it more if It was announced as a comedy.

I was drawn in when Gunnar enters through the window. I
like the notion that he's too lazy to walk to the front door
and Jackson, after some thought, allows him into the room.
Then, the nerve of Gunnar to flat-out announce that he's
robbing Jackson of his prize train. That alone is crazy.
When Gunnar pulls out his six-inch knife only to be countered
by Jackson's katana reminded me of that Crocodile Dundee
scene where the street thug pulls a knife and Dundee says,
"That's not a knife... that's a knife" as he pulls out a bigger
blade.
That bit with Gunnar (and Lionel) trying to make an exit through
the window, but it's blocked by Zeke was great hysterics.
I only wish you could have figured a way to end this story with
Jackson applying his mathematical wizardry.
Way back, I read a short story about a yoga master who was
trying to prove a geometric theory. By the story's end, he  
solves the challenge, then folds himself into invisibility.
Anyway, thanks for the ride.

Writer,

Very nice song choice. Love Ozzy. That was quite the story.   Jackson had some depth. Lol.   Your writing was easy to read.  I thought the story flowed well.   If you decide to expand on this later, I would like to see some type of closure with Gunnar.   This all went into motion because of him.  Great job.