There is also a reference to "Double-E" (or rather the plural "Double-Es") in Dylan's "It Takes a Lot to Laugh, It Takes a Train To Cry."
Don't the brakeman look good, mama
Flagging down the double-Es
The song appeared on the 1965 album Highway 61 Revisited, two years before the EE train.
Both the Dylan song and Poor, Poor Pitiful Me sound like they're referring to a railroad train anyway, it would seem there is some railroad meaning to "Double E."
When the Dylab song came out in '65, I thought he was referring to twin EMD "E" type passenger engines, but some think that "Double-E" referred to a class of large locomotive or even a wide gauge railroad.
I doubt it refers to the Queens-Broadway Local.