Hello

Yeah, that locomotive can run on analog. If it's going to work in analog it's a good idea to set all dip switches to off. So you say the behavior of the gear change is normal in analog, if you move the red control of the trafo should work, does not, try to push a little with your hand, and check that the wheels can rotate, it is possible that the engine has stuck for lack of use, you can also open it to see if there is any loose cable.

This locomotive in the database of marklin figure with the address 10, (although it can put the one that you want), to this address correspond the dip switches 2,3,6,7 to on, and the rest 0,1,4,5,8 to off. You should look for this locomotive 3665 in the MS database and check that it works, if not, try editing that locomotive in the MS.
I hope I have helped you, otherwise ask again.
Greetings