Criccieth Castle prototype...

[Palmerston]

Anyone know what these lights are for on the real loco?

[SillyBilly]

Tail/back lights for when the loco's running in reverse I think.

[ptlrcecil]

Well the red one could be a tail lamp and the orange is probably an indicator.

[mhlr]

As the others say, red probably a tail lamp, but I don't know about the orange, could it be the equivalent of a side light on a car... so you have a visible light when running forwards when full beam isn't needed? Anyway its still a lovely locomotive anyway!

[Palmerston]

Tail/back lights for when the loco's running in reverse I think.

They are both always on (as can been seen in the pic) in the direction of travel, so no tail light.

[TonyW]

The red light is a tail light.
The other light is white and is a marker light.
One or other is meant to be displayed at each end when the loco is in use, with white on the leading end and red on the trailing end. The lights should change automatically when forward or reverse is selected by the driver, but there do appear to have been some recent electrical issues that have caused both lights to be displayed at both ends all of the time.