Recap - After trying last resort of the conventional factory reset at a LHS, the final verdict was probably a bad DCS board or DCS switch. Sending it back to the dealer, Nicholas Smith Trains. Kudos to Joey's efforts at Nicholas Smith attempting to help me out and appreciate them offering to give me a refund. The engine was a Premier P3 CSX AC4400CW (20-20384-1).
I guess that my luck would run out sooner or later. This is my 6th MTH engine and the first one that gave me an issue out of the box. Thanks again for everyone's suggestions. While I wasn't able to get it working, it was a good learning experience.
-Ed