You could try to tie the outside rails together electrically, incase the engines aren't getting good constant ground or return path.
I have to believe that the problem is the single wire right now to the track. It can be fine with one or two engines and be a problem with more.
What type of track? What size wire? How does this wire attach to the rails?
If an engine had a cap problem, it could stall on bad track sections or switches. It wouldn't play shut down sounds when you killed the power. More importantly here, it might not take commands like direction changes.
