No, the fans are unlikely to spin with just forward or reverse motion.
There are often unused connectors in the PS3 Diesel/Electric Wiring harness bundled up and not plugged in. Please refer to the PS3 Diesel board wiring diagram and note that colors are not always the best identification- pin location in the 40 pin connector are what determines what an output is. Also note, that the firmware "chain files" in some cases, along with the sound file can change what outputs do. More or less being engine specific implementations. As an example of this- say the chasing charging lights on a PS3 ES44AC- they are repurposing the rear ditch light outputs to give the chasing sequence of the charging lights down the side of the loco.
Save this diagram somewhere for future reference PS3 Diesel/Electric Wiring Diagram https://ogrforum.com/...Wiring%20Diagram.pdf
EDIT: being green and purple, it might be one of these options, noting that tailight is probably already used. Also note, that output may only work if the chain files (firmware) and the matching sound file with that soft key feature are enabled.
The cab lights are normal, it's not trying to illuminate like inside a passenger car. Edit- also, adding LEDs in parallel, unless they exactly match the existing LED, one or the other might steal power and thus one lights, one doesn't in parallel. Bottom line- I cannot recommend modifying.
The Veco speaker is a neodymium magnet- extremely strong, so size doesn't matter- it's actually stronger than older larger ceramic magnets you might be thinking of. Yes, it's one of the better speakers. I'm not saying there might not be a better more expensive speaker, or you might have a bad speaker- but more likely, it's just the sound file.
VS 
Yes, you can change the sound file using ADPCM and take sound files or segments from another engine and edit a custom sound file. Or just use a different engine sound file that has similar features. http://www.silogic.com/trains/ADPCM.html
