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If the train lost pressure it wouldn't be able to move. When a train has a big air leak it can cause the the brakes to set themselves due to the loss of air.

It just sounds like the engineer stopped the train mostly with dynamics and then set the train line air once they were stopped or close to it. When it's as cold as it is right now, you never want to put a little set into the brakes. Always want a big set to minimize the chances of a sticking brake.

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or, which is pretty common he set the engine brakes and what you heard was the couplers making noise as it was rolling back.

most enginers will not set the train brakes unless someone is going in between the cars or they are detraining for a crew change.

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