Did you try the obvious first?  A feature reset?  How about the Light button on the remote?

Did all of above. Did the reset and tried to use the remote to turn lights on. No luck.  The number plate light work fine.  Just the head light does not work in either direction.

PS3 has some unexplainable quirks. Run it in each direction a few times until it gets a clue. My LIRR VO-1000 did it yesterday. Lost headlight in forward direction.

Had to load my new LIRR S2 3x until it displayed in the remote. Gave me an address with BLANK info on the first attempt. 2nd time it came up as the LIRR V1000 sitting on the same track. Third time it loaded.

Let it charge for a few minutes and try the "feature reset" again.  It unlikely both LEDs? have burnt out at once,

 I suppose you may have a loose board but try the easy stuff first.  

What does it do running conventional?  Do what John stated.  Do a conventional reset.

All of the above have been done.  I can find all of the exposed screws.  Are there screw under the fuel tank that hold the car body on?

Did both front and rear directional lights stop working, or just one light?

Two screws under the long hood, two screws under the front of the cab, and two screws under the rear (short) cab.  If you get it open, very carefully pull the 40 pin plug and then snap it back in.  Lift each side of the plug a bit with a dental pick or similar tool until it releases.  Do not pull on the wires.  I see this often.

Marty Fitzhenry posted:

Two screws under the long hood, two screws under the front of the cab, and two screws under the rear (short) cab.  If you get it open, very carefully pull the 40 pin plug and then snap it back in.  Lift each side of the plug a bit with a dental pick or similar tool until it releases.  Do not pull on the wires.  I see this often.

Marty, that should be:

Do not pull on the wires. 

The wires on these harnesses are very fine, and they break easily.  You'll have a much bigger issue if you break wires!

John, I have seen a few of those.

Marty, I don't doubt it.

Thanks for the info.  Much appreciated.