FWIW, personally I agree with powertools above. Just about any scroll saws WILL do the job you want, but a LOT - an awful lot actually - depends on your skills. You will need to practice a lot to be able to cut gears accurately, and accuracy more than just any other factor is what you need for any sort of meshing gears, especially for clocks.
BUT, the difference between the say, up to 200 quid machine and the over, say, 500 quid machine lies more in the general convenience of use, speed/convenience of blade changing, the effectiveness of the device to clear sawdust from the cut line, how easy/hard it is to adjust the machine to ensure you cut at EXACTLY at 90 degrees, and the "general feel" of using the machine. If you read my own posts on the subject "Biting the bullet ..... ", and others by several other members, you'll see I opted for an expensive machine (an Excalibur 21 in my case), and others have chosen similarly, both with Excalibur/Pegas, and Hegner, and in at least one case Delta (but that via SH sourcers because the American Delta isn't imported into UK). But in my case - and that of many others - decisions like that were made only AFTER I had used a total of 3 cheapo machines over a period of about 20 years, on and off. And each was probably a step up from the previous.
But again echoing powertools above, NONE of these, including my present machine (which I regard as "THE Rolls-Royce") actually directly improved my skills, In fact when newly bought I had to start practising a bit again on each one of them!
Hence my suggestion for looking at vids of cutting gears, and/or of clock making generally. And add general scroll sawing exercises too - Examples: can you cut a dead straight line? Or split a pencil line thickness consistently down the middle?
You'll find a number of items there demonstrating various techniques, some of which will probably help you along, some will probably not fit the personal technique you develop so well.
All that brings us back to the same basic point again - only by practising those different techniques will you develop enough of your own skills to decide what works really well for you, what not so much.
But your plan will be a fascinating adventure, and you'll learn a lot. I wish you well.
I see you only joined back in June, so a belated welcome to the Forum. Please keep us "posted" (sorry!) on how you get on.