I think Kingston Flyer and HST Power are not having the same problem.
@ Kingston Flyer: I too have found that the King gets short of breath compared to some steamers. But you can still make the most of your engine: specifically, you need to ensure that - except when the automatic fireman is injecting water into the boiler - you are creating more steam than you are using. You can check this by pressing F4 (to get rid of the HUD display) and then pressing F5 twice to bring up the 'parameters' display.
To put the dampers on, simply press M. This applies to auto fireman as well as manual fireman.
The two key factors on keeping boiler pressure up are the reverser and brake positions. When you have released the brake, move the brake lever back to about 20% into the 'running' position. This means that you're not using steam to carry on keeping the brake vacuum at 21 inches. Secondly, when you move off, I assume that you're moving the reverser forward to somewhere between 50 and 75%. But as you get moving faster, you should start to gradually wind back the reverser so that if you're cruising on the level, the reverser should be somewhere in the region of 25%. This enables the steam to expand in the cylinders and let it do the work. Keeping the reverser fully forward is like driving a car in first gear - great for setting off, but not really economical once you're on the move.
@ HST Power: it sounds to me very much like you have not responded to an AWS warning at an adverse signal; or possibly at a speed limit reduction warning AWS ramp. If I recall correctly, there is a bug in the 'simple' driving mode that stops you cancelling an AWS warning if you're driving in 'simple' mode. If you're driving in 'simple', then don't - expert mode is not really more difficult and it's much more rewarding.
If you're already driving in expert mode, then cancelling an AWS warning is as simple as pressing Q when the warning sounds. You have three seconds, then the brakes come on. Bear in mind that you only hear the AWS warning when you're in the cab - if you're driving in view 2 or 3 or 4, you'll just have to keep a look-out for the AWS ramp.
HTH
Paul