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It's unlikely that it was originally three rail, unless the body has been changed at some point, as the three rail version was the City of Liverpool and the two rail one the City of London. If I recall correctly, in the two rail version, one wire goes through the hole in the chassis block between the centre wheels to the wire pickup to the insulated wheels, and the other was screwed into the chassis block, which was live to the uninsulated wheels.

I'm afraid that the examples I have had their two rail pickup assemblies removed and replaced with three rail ones, so I can't go and take a body off one to check how the thing is wired up (and, if you're wondering why I didn't just buy a City of Liverpool in the first place, they are one of the Dublo rarities, and attract high prices; a City of London, by comparison, is relatively inexpensive).
 

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Side question out of curiousity. I only have an 8F 3 rail chassis to look at, (no motor or wiring) and similar to the Duchess, the steel plate at the front end which supports the all metal valve gear means there is a conduction path from coupled wheelface to wheelface - which is fine for 3 rail of course.
I must confess that I wondered the same thing when I looked at it, but I have checked the Dublo Servicing Leaflet for these locomotives and it shows that the City of London has the same valve gear assembly plate as the City of Liverpool, part number 20764. Your thought of the difference maybe having something to do with the coupling rod pins may well be right, as the coupling rod pins on the insulated wheels had a different part number (20689) from the coupling rod pins on the uninsulated side, which had the same part number as all of the coupling rod pins on the three rail version (7741).

Below is a photograph of my City of London which is, wiring aside, identical to the one in the photograph in first post in this thread.

Train Wheel Engineering Gas Rolling


that pair of green and brown wires loosely twisted are not original H-D construction in my opinion
The green and brown wires are definitely not original, but I suspect that only the person who fitted them would be able to explain why they were there. Unfortunately for the purposes of this thread, I have converted my locomotive to three rail by fitting an HD three rail pickup assembly (I also fitted metal wheels to the leading bogie), so it's not much use for sorting out the wiring question.
 

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All right then, here's the answer to the insulation question. I had a two rail Dublo A4 chassis I converted to three rail some time ago, but it wasn't a very good runner as it appears that a previous owner took the wheels off at some point and then refitted them somewhat inaccurately (I guess that he also did the job with a screwdriver and bent some bits in the process). As I have since got hold of a rolling chassis for a three rail A4 and swapped all the bits over, I now have no use for the two rail chassis, so I decided to pull out one of the coupling rod pins on the insulated side. It turns out that the holes for the coupling rod pins in the insulated wheels are about double the size of the ones on the uninsulated side. There is a plastic (or nylon?) sleeve in each hole and the sleeve is shouldered where it touches the coupling rod, so that neither the pin nor the coupling rod are in electrical contact with the wheel. Hopefully it can be seen in the photograph below, although my digital camera isn't much good for close ups, so the photo isn't as sharp as I would like.

Wheel Tire Bicycle tire Bicycle Light
 
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