Full Steam Ahead ... malappropriated when applied to Trains?

You could use it metaphorically, or you could use the phrase full speed ahead which is more generic and according to google books, both pre-dates full steam ahead and is in more common use.

In answer to the other part of your question, I believe historically, the order would be given by the person in command of the bridge and then transferred by a sort of mechanical telegraph system to an engineer.

"Full steam ahead." would apply strictly to locomotives. The reason is that the engineers in the cab are essentially "driving" the train by operating the engine throttle as well as controlling how much fuel is being fed into the boiler and thus how much steam is being produced. They observe operational conditions and that is what dictates their actions.

Conversely, the world of a traditional steam ship is drastically different. The "drivers" are on the bridge and control the vessel via an Engine Order Telegraph (EOT). This transmits speed requirements to the engine room whereby the engineers open or close the throttle(s) and adjust the output of the boiler accordingly. The EOT orders are in terms of "Slow" and then thirds and "Ahead" "Astern" (navy ships are slightly different). So typical AHEAD orders would be Ahead Slow, Ahead 1/3, Ahead 2/3 and finally ahead full. This is translated in the engine room into a throttle setting and boiler burner setup to yield a set number of propeller shaft RPM. There are charts in both locations which show RPM vs. speed. Thus, there is no reason for someone on the bridge of a ship to use the word steam, it would be full speed ahead.

"Full Steam Ahead" appears to be the only caption that is allowed for newspaper pictures of any steam locomotive hauled train, moving off! Due to the relatively tiny area of contact of the driving wheels on the rail, the resulting spectacular wheel slip would probably wreck the valve gear! Game over, huge bill! It is only the skill and long learning of the driver controlling the steam regulator that makes it possible.