I have some links here that might be useful.
This one is to a campaign community created set (not created by me) for a Cthulhu adventure set in a coastal town - https://syrinscape.com/account/campaigns/5812-6550a38604/
This one is for all of the particularly spooky/fear-inducing sets between both the Fantasy and Sci-Fi players (which includes some Cthulhu-specific ones) - https://syrinscape.com/account/campaigns/6403-b68aa67011/
The Sea Monster set in the Sci-Fi player does have sounds of a metal ship in rough waters, without any specifically ultra-modern sounds of a newer engine, if that is needed.
Now, as Syrinscape doesn’t currently have old train sounds, old car sounds, or steam ship sounds, I had to turn to another source, one of my favorites outside of Syrinscape, Ambient Mixer.
This is a to a link for a search for “1920” - http://www.ambient-mixer.com/s/1920 It includes train, city, jazz club, and office sounds.
This one is for “orient express” - http://www.ambient-mixer.com/s/orient+express which includes several people’s variations.
This one is for “speakeasy” - http://www.ambient-mixer.com/s/speakeasy with many choices.
This is one for “jazz” - http://www.ambient-mixer.com/s/jazz Some might be more modern (Syrinscape does have a Music - Jazz soundset, but it’s a bit more modern as well) but some may be up your alley.
While Ambient Mixer doesn’t have Syrinscape’s versatility, it can help fill in the gaps not currently covered.