With respect to the PWC F units (and every other "traditional" F-3 set as well), the powered A units never have the sound systems in them. The reason is most likely because with the motors and attendant electronics, it would be a squeeze to fit a sound system, speaker, and the required additional electronics into the powered unit. So the sound system is always in another unit, either a B or in the dummy A.
The majority of traditional F-3 sets have the sound system in the B unit, and that is always true with PWC sets that came as an A-B set in those cases where the Postwar set came that way. My Rio Grande PWC set is that way. That was sold in the Postwar years only as an A-B, and a dummy A was never made.
With the PWC set, Lionel also made a separate sale dummy A, and that engine has directional lighting and an electrocoupler, which is command-equipped, but no sound system. To answer some of your questions, you should just open up the engines and look inside to see what's there. It's very easy to open traditional F units - just one screw to remove.
In some PWC sets that were originally marketed in the Postwar years as A-A sets, like the Southern, the sound system is in the dummy A. With my KCS set (which is a commemorative set because it was considered for production during Postwar but never made), the sound system is in the dummy A. It gets confusing, though, because a couple F-3 sets came as A-B-A (like the Southern), even if that was not the way the Postwar sets were, and the sound system is in the dummy A. Maybe that's to accommodate those who want to run those sets as an A-A like in Postwar, without the B, but who knows?
In any case, if you want the sound in the front unit, just put the dummy A with the sound system as the lead engine, and have the powered unit behind it running "backwards." Lots of people do that; some claim that in some cases there is more pulling power with that setup.
As to your operational issues, there's clearly something wrong, because obviously the engine shouldn't be running as you describe. I'll let others address that.
