I assume, that the newer rail vehicles are electric locomotives and your depots are unelectrified. That way the new locos will not show up in the buy menu.

You can check the situation by opening the companies train-list-window and clicking the button "available trains". There the newer locos should be shown there because this list contains the vehicles of all track types whereas the list in a depots buy menu is restricted to the matching track type.

If my assumption is right, all you have to do is electrifiyng your depots and rail network(s). Click and hold the "build railway track" button and you will encounter the track-type-list. When you opened the build menu of the matching track type you have access to the convert tool (far most right button of the build menu). With this function you can convert the rail type tile by tile or in an rectangle (click, hold and pull).

edit: The same situation will occur, when the new tracktypes monorail and maglev will be introduced.

@fearlezz77 : did the above help you out? Would love to get your feedback on this :) Tnx!

A common issue with new players, but assumed working as intended