I have a Legacy SF locomotive (#3759). I am running it conventionally (set to run, not prog, and with Odyssey On) using either a Z4000 or a CW80 (I've used both and it makes no difference to the problem I highlight below).
I love this loco but it is by far the most obstinate loco I have when running conventional - to the point I probably won't run it much.
Whenever I power it up conventionally, as soon as track voltage exceeds about 10-11V it comes alive in neutral with quite nice"steam idle" sounds, all the right lights on, etc.,. I usually run it on up to about 14V, as it makes noise at only 11V but does not like to move, at all, at less than 13V. Sometimes, with 14 volts feed to it, when I press the direction button, it behaves like I expect - it flips to forward like it should and chugs off nicely, and it will cycle through neutral-forward-neutral-reverse like it should. But, it wants to do neutral-forward-neutral-forward-neutral-forward: it often takes four or more tries with the direction button to get it into reverse (strangely, it never sticks in reverse like it sticks in forward).
That behavior is annoying, but what is worse is, sometimes it just stops cycling and sits there, idling, making noise and with the lights on - I press the direction button firmly and long or actually throttle down and back up - regardless when it comes back it just stays still, still making the same idling noises, still with the same "I'm in neutral" lights on, except the cab light is blinking on and off as if it is signalling something. Anyone know what this blinking means, if anything? If it is covered in the manual, I missed it. Usually, I can only get it out of this mode by powering it down for a couple of minutes. Then, usually, it powers up and behaves normally (which means it is still annoying obstinate at wanted to go into neutral).
The wheels, and the track, and as clean as I can possibly get them.
BTW - even when this cycles as it should, it has a very annoying non-linear throttle response: it won't move below about 13 V and it runs faster than I am comfortable with at only about 16-17 - so I have a tiny range of throttle movement to go from "as slow as I'm going to go" (about 25 scale mph) to "way too fast."