An (M)SDS is only applicable to substances and solutions. Articles, such as engines, do not have a SDS nor is there a requirement on the manufacturer to provide such. Normally there are product data sheets for articles. Again, these will tell you little about any associated hazards.
I would only expect a SDS for any particular hazardous substances contained in the engine.
If you ship by sea, then I believe the correct classification for engines falls under UN3166 in the current IMDG code (39-18). Special provision 961 (or 962) would lift provisions of the IMDG code if drained of hazardous liquids. Fuel lines or tank is not required to be purged, but engine must not be able to start with amount of fuel left in system.
Hope this helps. You used to deal with this in my previous life...