Hi, always check the simplest issue first, that being the bulbs. This model only has a light function, and possibly a second to turn off the acceleration and braking delay. Do the red tailights illuminate, at either end, and or change direction with the motor direction? If so, it's the bulb. If not, it could be the decoder, or a disconnected or pinched wire with a broken inside. Unfortunately, when a wire gets pinched on a metal loco frame by the body, it can render that wire's conected point/function on the decoder dead. I have one it happened to.
The L.E.D. long distance headlight still works, but not the single headlight at that end. The other end is fine.
Your's doesn't have led's.