Which lights go on and off? British locos have rear marker lights the on the models come on. The headlights and on some models the head codes comes on in foward with markers on the rear. Is it that your markers on coming on but not the headlights?. maybe the headlights need to be turned on.
First of all welcome to the forum. Your posts are delayed in moderation for 5-10 posts or in my case, for life. [:D]
The above link is for OO scale but it also comes in O scale. Scale should be irrelevant.
If the wires from decoder to motor are hooked up backwards, this will happen.
Internet “Science” will tell you that changing CV 29 will correct this or not, it will just make the problem exactly the opposite. I have never experimented to find out. I suspect the later is correct.
Do you know how to access programming track mode on your Power Cab? If so, read the value for CV29. If you don’t, do the follow to access and read CVs from your Power Cab: