Don't see a question in there.
But which Protosound are they, 1, 2, or 3? None of my Protosound-1 locomotives have a direction lockout switch, it's all handled by the electronics. I don't own any Protosound-2 so I can't speak to those, and I run all my Protosound-3 mostly in DCC so I haven't looked for a switch.
As for starting direction, look for a little F on the side of the locomotive, make sure they are both on the same end of the train (For the lead A unit and the B unit.) and they should start the same direction.