I was thinking, AA battery deliver ~1.5V. There are lithium battery in similar form factor that deliver 3.7v but to my knowledge they usually don't have protection circuitry?
Lego train and previous gen remote controlled lego are powered by 6 AA battery. I wonder if putting 3 lithium battery and 3 "dummy" would also work. This would result in 11v insteqd of 9v but I guess device that can handle 9v can also handle 11v. Could one of the dummy be replaced by a circuit protection device? Step-down?