This is one of the toughest models to kitbash, because it's a late production GP39-2. These two conductor side views give you an idea of the difference between Phase I and Phase II GP39-2s, with the Phase Ib on bottom and Phase IIa on top:
The Kennecott GP39-2s were Phase IIc units, if I remember correctly, which are slightly different that the top drawing above. One key difference between the Kennecott units' hoods and the hoods of every other GP39-2 produced was the low clearance dustbin. I don't think there were any differences in the fans, though.
As to the more obvious differences, such as the cab, nose and fuel tanks, these could be modified from existing products. The hood sides, dynamic brake section and clean air room present a different problem since nobody makes them, unless you count brass models. Of course this could change if Railflyer receives enough demand for their existing product line to introduce GP39-2 hood sides and clean air rooms. If you're among the chorus of Atlas forumites thinking Atlas or Athearn will release a GP39-2 in the 7 versions (by my count) that EMD made, you're in for a long wait (try forever).
So, back to what's easily possible now. For the fuel tank, you could modify one of Railflyer's fuel tanks, which would actually be pretty easy since they're made from a top and bottom plastic casting with etched brass details. The cab modifications are extensive and tricky, but you could use two Cannon cabs and put the "front" on both ends of the cab. The area underneath the cab between the subbase and cab would likely have to be scratchbuilt. The nose could be built by grafting two Cannon noses together.
This kitbash would most certainly not be for the faint of heart, but you'd certainly have a unique model when it was all said and done. And don't let my post scare you off. I mean, it doesn't have to be a perfect model down to every nut and bolt. A GP38-2 and an early GP39-2 look remarkably similar, with the primary difference being that the GP38-2 has two non-turbo exhaust stacks and the GP39-2 has one turbo exhaust stack. The hood doors shown in the illustrations above can be compared to a GP38-2's hood doors for the other main difference. So, good luck in your efforts and let us know how it turns out!