Steve,
Yes, that color is an approximation of Russia Iron. (Not Russian iron, just like we have Canada Geese, not Canadian geese, as they don't need passports)
I have attached (I hope as I am new to posting photos!) a picture of a 22" gauge Cagney locomotive restored by Don Micheletti in California. He took a piece of the original Russia Iron jacket that had been preserved under something such as the sand dome, and matched the color. True Russia Iron is a planished iron. It is hammered and heated repeatedly, with ash literally beaten into the surface to carburize the iron's surface. The best quality was a polished finish similar to nickel plating. The lesser qualities ranged from a grayish blue to a very distinct blue color.
I would bet that No. 9 first arrived on the Sandy River RR with oiled Russia Iron jackets.
Keith