Well, right off the top, it looks like you are running it upside down ;)

The first thing to test would be to connect only the power unit and the pilot coach.
Test to see whether it is operating normally (Red/white light and runs in both directions)
If it works normally, you can add one of the intermediate coaches and test again until you have the whole consist running.

This model has a special relay as part of the reversing mechanism which selects whether power comes from the power unit or from the pilot coach.
This determines whether the lights will be white or red at the ends as well. This is the first of the two wires that pass throughout the train.
The second wire provides the power for the coach lighting. If I remember correctly, the coach lights are supplied from the rear slider, so that the interior lights stay on when in a signal zone.

It may be that you have all of the connections inverted.

The test outlined above is the best way to narrow down the cause
If you reverse the power unit without the pilot coach connected, the unit will cease to function until a pilot coach is connected to it.

I don't have a 3071 in front of me as I only have the 3471 here, which has different connectors

Regards

Mike C