I have found that there are some interesting vehicles that are constrained both on front and rear. (e.g. passenger rated fruit and milk van from 1870's). It is almost impossible to build it if you do not know exactly what pax/mail brake car is related to that. (Especially with timeline off or enabled obsolete vehicles). I would suggest that if you are starting to build new convoy, that any vehicle can be put into it, even if it must be in the middle of train (i.e. those that are shown only with show all). With second and further cars normal rules would apply, so you would have to append and prepend something, but the constrains would help you to finish the convoy properly.
This would also enable you to build an obsolete car, upgrade it, store it and add it to existing already upgraded convoy, which is not compatible with old not yet upgraded cars.
This is an interesting idea, although I am afraid that I must prioritise bug fixing/balance critical matters over GUI improvements at present.
Also, I wonder whether, for instance, it might make the list of vehicles to be chosen too cluttered, especially for multiple units, where it is very useful to be able to have just one vehicle from each unit to select to build the whole unit.
Well to reduce clutter I would suggest to keep them hidden unless show all is checked. It would be only that you can build such vehicle even if it is marked red and you are starting to build a new convoy (with no other vehicles yet). So it would be kind of a hidden fearure...
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That would simultaneously make it less problematic but also less useful. However, in this revised form, it would do no harm; if anybody would like to code it in this way, I should be happy to include it.