I do mine using cooking foil. Some threads are glued on the back with evostik for the tying down, and I fold the edges over to give a clean edge and add some strength. Then paint with Humbrol light grey primer, topped with Matt dark grey. The lettering is Matt white applied with a springbow pen, but you need to be careful or the pen will cut through the foil. It’s quite good for taking up natural looking sags and folds.
Was 2014, you can see the curtains flapping on the second train in this video.Also of note is the 45ft reefer in a CPW on this train… The Norfolk line units on the first train also look like curtainside units, but watching on a phone so can’t be sure..