There may be 2 issues here. First if the strobe has an internal flashing circuit in the LED, it needs to be wired with its own dropping resistor in parallel to the others. Otherwise the internal flashing circuit is trying to cycle all the LEDs in the series. Second if the total voltage drop of the 5 LEDs exceeds the supply voltage, they won't light. For example white LEDs have a drop of 3-3.5 volts and red LEDs are 1.8-2.1 volts. So for 2 white and 3 red LEDs, your total voltage drop is around 12.4 volts if they are all in series. If the supply voltage is less than that they won't light. You may need to separate the strobe into one circuit, and the headlights in another, and the tail lights in a 3rd circuit. Each will need a different dropping resistor which can be calculated here. You will need the DC supply voltage to make the calculation either from the documentation or measuring it with a multimeter.
I am not clear why it worked in the test setup but not in the installation. If there is an external flash circuit, again, it needs to be only supplying the strobe LED.
You state you are running them off a DC power source, but if you are connecting them to pickup rollers and ground, you are using AC. It needs to be rectified to DC, or the LEDs will have a short life. Since AC track power is variable, you should also use a voltage regulator circuit. I know this got complicated in a hurry . . .
Bob
