The Mux usually takes ground from the boiler shell. That shell needs to be connected to the chassis to complete the ground. Take a jumper and connect chassis ground to the boiler shell. This way when you put power to the engines rollers and ground, the boiler shell sitting away from the chassis will see ground. The yellow plug should be the markers.
If you want to put current to the markers to test them, use a 9V battery with a 1K resistor in line on the red wire.
It is very common when the LEDs are put into the marker lamp that a wire will come off one lead of an LED.
The photo above is a harness I have been using for years to test the LED markers in a locomotive. You can see the 1K resistor in the shrink wrap next to the lower left of the battery.
This photo shows the test result of the package connected. On the posters locomotive, I would want to confirm if the LEDs are working or not working. The LEDs are the end of the food chain in this situation. If he gets no action from the LEDs, I would unplug what I had in photo number 1 and plug those LEDs into the Mux. If they light, the issue is in the LED marker harness. He can troubleshoot for a broken wire (probable cause) or replace the LED harness.