Are you powering up on a test track? or a full loop like a layout?
Some Protosound locomotives will not start up with a Z-1000 on a test track. Some will not start up with a Z-1000 at all. If you have access to a Z-4000 transformer, try starting up using between 8-10 volts. Then after about 15 seconds advance the throttle to 10-12 volts and try the direction button.
bruce