Larry - are you referring to the small red marker fixtures found on the smokebox of PRR steam locomotives in the post 1945 time frame (tombstone or bulls eye markers). - or the larger 4 leg cast iron diving helmet classification lamps (green and white lenses mounted on the smokebox,and similar marker lamps (red and yellow lenses) on the pilot beam.
Some PRR history helps here. In 1939 the PRR revised their practice to no longer use classification lamps on locomotives. As older steam power was shopped diving helmet class lamps were removed from smokebox fronts, and the original red/yellow marker lamps were retained on the pilot beam. Best termed the early 40's look. Locomotives built after 1939 (Q1, Q2, J1, S1, S2, T1) were delivered with small lens marker lights high on the boiler. As older power was shopped in the mid 1940's most pilot beam "helmet style" markers were removed and replaced with small smoke box mounted marker fixtures similar to those seen on the J1's. Early WWII era replacements for the pilot beam diving helmet marker lamps were oblong tombstone shape markers. Beginning around 1946 the PRR adopted small round "bulls eye" marker lamps. Most 1950's photos of K4's show bulls eye markers, but a few carried the tombstone style markers to the end of their service life. We are fortunate that PSC offers all 3 kinds of PRR marker light castings.
If you are attempting to illuminate a tombstone or bullseye style marker it's going to be a tough job to retain scale proportions as the red lens was very small, and the wire leads to the marker and holes in the smokebox for them will detract from the model's appearance. If you model the postwar look there is a very nice out - don't bother illuminating them! The only time front end markers on a locomotive would be lit in prototype practice was when the locomotive was running in reverse at the end of a train or running light in reverse. The same goes for tender markers for locomotives at the head of a train - most times the should not be lit. Red tender markers would be lit if the locomotive was pushing at the tail end of a train or running forward light on the main. I don't believe tender markers were lit when moving in yards or engine terminals.
IMO unlit markers are a better option than ones you can't independently control so they can be turned on and off when needed per prototype practice.