Thanks to JimG and Kieran for some very useful photos.
As OzzyO says, these are grease lubrication pipes from the nipple blocks between the wheels to the horn cheeks. On the preserved loco, the pipes all pass through the circular holes in the frames and enter the horn cheeks inside the frames (the pipes to the RH rear horns can be seen in the rear three-quarter shot in Kieran's photos). The pipes for the front two axles do run outside the frames, past the valvegear bracket, before entering the frame holes and will be visible between the two front pairs of wheels.
On the Crosti loco photo, and in the Crewe works photo I found, the pipes to the centre axle appear to be clipped to the outside of the frames - some can just be made out between the spokes on the Crosti's wheels.
I think the two pipes coming over the top of the frames, seen in previous photos, are actually oil feed from the mechanical lubricator to the underkeeps on the rear two axles. To me, they look to be slightly larger diameter then the grease pipes. Typically, oil pipes from mechanical lubricators are 3/8" o/d and the grease pipes are probably 1/4" o/d - not very big, even in 7 mm scale. The grease nipples are about 5/8 to 3/4" diameter and stand out from the block by 3/8 to 1/2", so might be worth representing.
Dave.