I thought I would share my finding and repair. I picked up a 6 pack NKP Madison Passenger cars - Railking 30-6244 for one if my sons for Christmas. 5 of the 6 cars work flawlessly. The Baggage car when on the track would not light up but would throw the Z-4000 breaker.
I put the car on the track with one truck on and it would light. I then put the other truck on leaving the first truck off and it shorted. That told me where the possible issue or short was at. I then removed the screw holding the copper pick up to the axles and no issue. I then removed the clip to the pickup roller and no short. Put it back together and short. I pulled the top off and the light holder from inside and pulled the wires through the bottom and found the issue.
Can you spot it?
Not sure if it came that way or someone else tried to fix it since I picked the set up “ used.” Just a quick solder job and another 10 mins to put it back together and good to go.