David,
Southern would typically take receive new units dead in tow, from EMD at Louisville. Since Southern used K&IT terminal in Louisville the new units would continue in tow to Danville, KY where the Mechanical Dept. would inspect and officially take delivery. They would then operate to Chattanooga. As Carl has said on Southern merchandise trains standard power was three SDs or four GPs so the SD40-2 got mixed in pretty quick. One exception was that once they proved  their reliability, solid consists of SD40-2s became standard power on a number of the unit coal trains.
Charlie