I don't think you would even need to change wiring to do this. Just run one loco forwards, and the other in reverse. When you reverse the consist, they would swap direction and I would suspect that the lights would also change. If that does not work, then by all means swap the wires connected to the motor.

If you have a Marklin CS2 or an ESU Ecos, you can create a consist within the controller, which allows you to link two locos together, without having to change their digital addresses. The consist then responds to a single throttle, for speed and reversing commands.

The other way to do this, as you suggest, is to set both locos to the same address.

The only other thing you need to do is to set the speed characteristics of the two locos as close to each other as you can get them. You don't want one loco pushing or pulling more than the other.