OK, so you've mentioned the collector shoe a couple of times now and I'm thinking you may have made a mistake in your wiring.
The collector assembly (rollers and pickup shoe are mounted to a common fiber plate as I recall) should have two separate wires coming off of it. One wire comes off of the collector slide shoe and should run to the front coupler coil (only receives power when energized by the uncoupling/remote track section power rails). The pickup rollers should have a wire attached to them that goes straight to the contact in the lamp socket so that it constantly receives power from the track. Did you maybe wire the pickup shoe to the headlight mistakenly? Again, changing the pickup shoe and rivet should have absolutely nothing to do with the function of the headlight, it only powers the front coupler when on a remote track section.
If I'm correct, as you have it wired, the headlight should illuminate if you park the locomotive's front truck on an operating track section and hit the "unload" button with the track power turned on.
If I'm not correct, then your chassis ground (or lack thereof) is likely the cause of your problem. If you wiggle the socket with track powered applied you'd likely get it to light if the grounding is the issue.
Was the chassis on this locomotive repainted by chance?