I mis-read the post again. I thought being a NS engine, it had rear ditch lights. So they would go on in reverse and you just weren't getting the front ones to work.
This engine only has front ditch lights
https://mthtrains.com/20-20557-1
If the forward or front ditch lights go on when in reverse, then we have an issue. Now, reading your latest post, I am really confused. I have never had an engine's lights go on differently using the app and the remote.
An easy way to see if it's a board issue or just wiring mistake, is to put small DC voltage to the motors. If you put the batteries+ onto the yellow wire and the engine goes in reverse, then you need to reverse the wires.
If it's the opposite reaction, then you need to look at the board's schematic, and see if the yellow and white wires for the motor are reversed at the board.
If still not the problem, then you could either reverse the wires anyways, or look at swapping out the sound file as something would be wrong with the programming. That would be a new one for me!