Most likely as wired, the directional lights are wired to the opposite end head light. As a consist, second engine running backwards, you would like the rear facing A unit to have red marker lights. Turning off all other head lights, (Consist feature), except the front and rear, (directionally controlled), also effects the marker lights, since they are wired as a set. (Front headlight/ wired with rear markers), (Rear headlight/wired with front markers). I could be wrong and often. 
Mike CT
Once the thing is programmed as a Consist with a TR ## (Number), when you tear the consist apart, you have to assign both engines of the consist to TR ##, number zero. Normal function of the markers/headlights should return. At least that is the way it worked before Legacy.
Remove an engine from a consist.
TR0 Eng ## Set.
The complete guide to TrainMaster Command Control. Click on the underlined phrase to link. Advanced operating techniques pages 22 through 27, Cab1 handheld and Command base. Click on the underlined phrase to link TMCC "lash-up" instructions. You would think all this applies to Legacy when used in TMCC mode/ Sunset, Atlas, and Weaver models.
