Michael-
I would try a TMCC reset first to see if that restores the stobe light. Also check to see the strobe light is on by pressing the Aux2 key on the remote (CAB1 or Legacy).
Lionel used incandescent bulbs for the cab lights and numberboard lights; the headlights and marker lights are LEDs and should not need replacement. Although there was no mention of the part # for the strobe light, I would try a 14 or 18 volt grain of wheat bulb. Lionel has these in stock, but most local hobby shops have them too. If the grain of wheat bulb is too big, try a grain of rice bulb (this bulb is the size of the front/rear numberboard light bulbs).
-John