Can I choose to pick a face-up Locomotive as my SECOND card if I drew my first card from either the mystery deck, or by picking a face-up non-Locomotive first? Is that a legit strategy?
No, If you take a face up locomotive is counts as both your picks.
From the rules: -
If a locomotive is one of the five face up cards, the player who draws it may only draw one card, instead of two.
So if you 'draw' one card from the deck, or a face up card, you may draw one more face up card but it can not be the locomotive.
If you take a face up loco it is your only card. of course if you take a face down loco from the deck as your first card you may draw a second from deck or non-loco face up card.