At first what is factory number of your model. My have number 087. At beginning I has also problem with lights after DCC addres change. It was problem with electronic on PCB mounted under roof. Manufacturer has replaced PCB for new mounted on side wall inside. Old and new PCB has equiped with microprocesor working in fact as function decoder for lights that have programable DCC addres. Problem sometimes could be issued after change of addres. Locomotive working on new addres but lights on old addres. It needs to change of addres on program track only on normal procedure or also on old procedure by CV29.
Test your locomotive on old addres or default addres 3. Probably lights will work. Try change addres again. If lights still not working try to do reset procedure. Maybe you try to change addres on different DCC aparature.
Test your locomotive on old addres or default addres 3. Probably lights will work. Try change addres again. If lights still not working try to do reset procedure. Maybe you try to change addres on different DCC aparature.