I have the same problem with my Legacy SF PA1 ABA trainset (6-34568 & 6-34569). In this trainset, powered #51 is the lead unit, powered B unit #53 is in the middle and non-powered A unit #52 is the unit. I have them lashed up as a train. It all works perfectly except for the lead unit marker lights and the lead unit Mars light. The front marker lights are dark and the Mars light doesn't flash. The red marker lights do work on the trailing & reversed A unit.
Until I read this forum I thought I might be missing a key in my Legacy v1.3 cab2 or that there was something wrong with the lead unit wiring. In the back of the v1.3 manual (pg 84) is a table labeled "V1.3 Touch-Screen Icons Reference". These icons include "engine marker on" and "engine marker off". In the preceding table (pg 83) there are icons for "Mars on" and "Mars off". Why can't I access these on a touch screen???