Batteries would be in the Legacy CAB2 controller.
With what you said in your original post, a few questions come to mind.
Do you have the U terminal of the Legacy Command Base connected to track ground?
Is the engine program/run switch in run?
Are you sure you are using the ID# at the CAB2 as you engine is set to.(you press ENG, then use the number pad to enter the ID#). New engines are set to ID# of 1.