There are fluids from other mods that should work in place of the standard water in steam locomotives, possibly with different effects on fuel efficiency. Most of these are water variants or substances that are made up of mostly water to begin with.

Immersive Tech: Distilled Water

Biomes O' Plenty: Hot Spring Water, Blood

Mekanism: Heavy Water

Tough as Nails: Purified Water

Rustic: Apple Juice, Grape Juice, Cider, Wine

And there are probably others that I can't think of at the moment.