Level capping of loot in Borderlands 2
The items in the loot train are always your level in UVHM, even if you've done the DLC at a lower level already. This is great because it means you can just stop by anytime and get some loot of your current level, no matter what level that is.
Note that this does not apply to the lower difficulty levels. The first time you travel to Marcus's Mercenary shop in Normal or TVHM, the mission "Get Frosty" will be generated at your current level. This will cap Mr. Tinder Snowflake's level and also the level of the loot in the train.