Thanks guys for posting the pictures.
Yes, if you directly applied Accessory AC voltage to the pins of the signal head you probably destroyed two or more LEDs. So as Dan says, those look to be 3mm Yellow LEDs which can be had for a penny a piece on eBay (free shipping from Asia).
Whether it's worth your time is another matter as it will require some soldering finesse!
Anyway, one takeaway (for me anyway) is the signal head has separate circuits for LED vertical-diagonal-horizontal aspects and hence is not slaved to the timed diagonal-to-vertical delay used in the MTH signal head. Of course this would mean using something other than the stock controller board (which apparently resides in the base of each side of the structure). From earlier photo it appears that each controller board drives two signal heads.
