The three 4-8-2 locomotives numbered 806 to 808 were built by Vulcan Foundry in 1930 for the Nigerian Railways with the works numbers 4423 to 4425. Like numbers 801 to 805 built by the same company in 1925, they had three cylinders with simple expansion and a long boiler with a large firebox. The firebox featured a combustion chamber and four arch tubes. Compared to the class 801, the 806 was a bit heavier and had a bigger boiler. From the outside, it could be recognized by the sloped front sheet of the firebox, compared to the straight one of the 801. Additionally, it had a larger tender with a water capacity of 4,500 instead of 3,000 imperial gallons and a coal capacity of eight instead of seven and a half tons. In the result, it was among the heaviest 4-8-2 locomotives running on Cape gauge.