There's a current thread on T.O. involving tractive effort with some resultant confusion.
When t.e. is figured on steam locomotives, weight is NOT a factor. However, it has been & still is when figuring same on diesels.
T.E. on steam locomotives is a function of cylinder bore & stroke, a % of boiler pressure, usually either 75% or 85%, then adding in driver diameter.
There were some steam locomotives built with high t.e., but poor factor of adhesion. Builders generally went for a figure of around 4.0, that's weight on drivers being about 4 times the t.e. The Texas & Pacific 2-10-4's had a high t.e. up over 80,000 lbs., but a factor of adhesion of around 3.69 or thereabouts. They got away with it given the rolling profile of their lines in Texas, but still frequntly needed help getting a train going out of the yard. This came in the form of the T&P's 0-8-0 switch engines.
The original question on T.O. was whether a Shay would lose t.e. on the road while the water level in the tank lowered due to use. It would not, but the factor of adhesion would lower a bit and maybe under certain conditions, make the locomotive more prone to slipping.