What system are you using? Did you change either CV15 or CV16 on either decoder? I hope not. Try programming on the main with both decoders installed. Then after programing the address program CV29 = 34. Then try moving the unit.
Here is a link to the HO scale forum site at BLI. At the beginning there are tips on programing with different systems.
I had all manner of problems programming two of these engines into a consist and finally gave up. Every time I tried creating an advanced consist using an NCE ProCab, the sound was lost. Eventually I just set both locomotives to the same address. You have to remove the motor control decoder in order to get the sound back and programmed to the new address you want, lock the sound decoder, and then install and program the motor decoder.
You will have to unlock both decoders. I program both Blueline and motor decoder at the same time with my NCE Power Cab on the main line. Works every time.
Cacole
When you lock the Blueline decoder it will not let CV19 change to a consist address. Locking the decoder in effect will not let you advance consist it. In all actuality there is really no reason to lock either decoder. Most of the common CVs will have the same value. The only reason to lock a decoder is if there is a CV that needs to be programed that would have different values. Address, CV29 configurations, and most lighting CVs will have the same values in both decoders.