Some clarification:
--Horn and whistle are the same function. The one that is different is the bell function. These both operate by injecting pulses of DC current onto the AC track voltage. One polarity sounds the horn or whistle, reverse the polarity to start and stop the bell. OPerating some functions of Protosound 1/2/3 will require the use of both, in which case the Sound Activation button shown by AcelaNYP would give you that functionality, although it may not be easy to locate one.
--Note that the Lionel CW-80, while it does have both bell and horn/whistle controls, it tends to electronically insert a delay in the way those functions turn on and off, defeating the half-second timing of multiple button presses certain functions require. MTH's Z-1000 transformer will perform these functions as intended.
--An old battery may seem to still put out the needed voltage once recharged (say, if you hook it to a typical battery tester or voltmeter), but the problem is that the voltage will collapse once you place a load on it. You can stick a 9v alkaline battery in there to test the board function, but don't leave it in there since the battery charging circuit won't play nice with a non-rechargable battery.
---The BCR is a good choice to replace the battery with, though I should add one more thing to the recommendation, the BCR needs about a minute to charge on the track before the loco fires up the first time you begin an operating session and after any extended period of inactivity (like a day or two) off track power. Once this is done, then it'll be "good to go".
--MTH does still sell the battery, most likely the green nickel-metal-hydride version (no memory effect like a NiCd). A BCR/BCR2 is a better long-term solution if long stretches of inactivity can be expected during this locomotive's service life, such that MTH uses the same capacitor tech in its Protosound 3 locomotives.
---PCJ