Around 2014 Lionel offered an O gauge Nickel Plate Berkshire that came with the single headlight installed and a second boiler front with the Mars light installed. It required some tricky "surgery" to remove the boiler front, remove the headlight, insert the headlight into the second boiler front, reinstall the Mars light boiler front, and connect/reconnect the wires tucked into the boiler. Lionel was supposed to explain how this was done, but Eric's Trains posted a Youtube video showing how do do it properly. Eric's Trains Mars Light Installation
I doubt the S gauge version would include a second boiler face, so I'm hopeful that Dave Olson was referring to a Nickel Plate #765 complete with the warning light. That light made quite an impression on a 10-year old kid when those locomotives were running at night--especially on a foggy night.