Red lights at older steam engines - how to model?

[dave1905]

The exact use of markers and class lights on steam locos varied according to the railroad as well as the time period. Here is a photo of the PRR D16sb in the Railroad Museum of Pennsylvania:

The markers are on the sides of the smokebox, while the class lights are on the ends of the pilot beam. This would have been typical of the PRR from roughly 1905 onward, but other railroads will differ. The PRR removed the class lights from freight steam locos in the 1930s.

I believe you have that reversed.

Class lights have only 2 colors:
Dark - regular
Green - section following
White - extra.

Since the lights on the pilot beam have red/yellow lenses they aren't class lights.
Markers are the lights on the rear of the train. The marker lights on the pilot beam would only be lit if the engine was running in reverse.