Interesting that Alice mentions the wood and not other places such as the garden. However, her wish can't be fulfilled since the pawn can't go backwards.
"a shrill scream from the engine"
For one thing, the progress is right, first, the engine is passing and then the carriages pulled by it. In any speed they go, the shrill will be heard before they reach the place where it was made, even if they go faster than the speed of the sound. On the other hand, the flow of time must be terribly slow, the train extremely long or unbelievably slow that all the activity that follow the shrill can take place before they reach the brook too.
Alice in the woods of no- memory
Alice in the woods forgets everything, she asks "who am I?... L, I KNOW it begins with L!" Alice is not considering her name but her being just like she didn't know the Fawn when they meet. The fawn didn't remember a thing too, but it did know where will the memory or knowledge come back. I think that the L stands for girL (begins & ends are reversed through the looking glass) which is Alice. The name of a thing is not the thing. Look at what did the Fawn asked Alice: "What do you call yourself?" and not "what is your name" and alice do refers herself several times as a girl.
"look of alarm came into its beautiful brown eyes"
According to Carroll, at the base creatures are trusting and friendly, only the memory and knowledge of past evil makes them frightened and alarmed. Just like children- they are good and pleasant since they where not spoiled yet. Interesting to note that the Fawn had nothing to worry about as long as Alice is the human involved in the open field too, but the fear is something internal to the Fawn and have nothing to do with the outer world (Alice).
This point brings to mind the classic question about the world without us: If, on an isolated island, at the other side of the world, a tree is falling during a thunder storm, does it makes a sound if there is no ear to hear it ?