Hi Baykal
Actually you need to look much closer and think laterally:
There is almost always room for the speaker other than in the cab. If necessary, drop down to a LokSound Micro which is fine with almost every reasonably recent HO locomotive, and look closely at the speaker range too - it really is worth buying one of each up to 23mm round and also both of the oval speakers & the twin.
You WILL sometimes have to cut metal in chassis or tender: We dislike doing it but there can be no choice if a good sound is wanted ... especially in N scale, when milling out bodies too is often needed...very scary to do, leaving 1/2mm of metal + paint only!
Also - you will very often need to build a new baffle / enclosure for the speaker - the LS ones are excellent but often just a wee bit too wide or high.
don't worry if sound is indirect as long as it has some way of exiting the body - the high frequencies will get slightly reduced but they are almost always too much anyway.
We really DO put them in tender and loco, and as I said, only once did we need to use a cab. This week we did 2 02's, a 50, a 52 and a (can't remember the brand) twelve driving wheel tender loco x 2 (may have been trix??), plus several Mehano Diesels.
The 02's and either the 50 or 52 were Liliput. We find almost all have space if you look hard enough, but not always for the suipplied 23mm speaker.
Yes, you may have to sacrifice the smoke unit sometimes, but they are messy things that mess up the layout and add stuff to the track to make more cleaning (the smoke is actually airborne soot after all).
Its OK to use 2x smaller speakers if one larger one won't fit, as long as you parallel them in phase. Loksound will tolerate the resulting 50 ohms no problem!
We NEVER had to make the coal load so high, either, but I guess its a good solution if there is no other way you can see.
I think perhaps I should start taking photo's as we do them to assist other modellers! (but I can't give away all mysecrets

as this is part of our business!
Richard