With the immersion control scheme on xbox and you go to the free camera, it will set it at the rear of the train instead of the front.
Not sure if that's always true. The game works such that the "front" of the train is where the "front" of the lead loco is, so if this is set back to front then the "front" will actually be that back, irrespective of which way you're travelling.
It is normally true - when using the immersion controls to cycle through the various external cameras, the free cam comes after a rear camera in the sequence and because of that stays at the back of the train, just like if you select a rear camera by keyboard shortcut 2 or 3 and then go to the free camera 8. It is basically another badly designed feature. The only way to really avoid it at the moment is to use a keyboard when playing and use the number keys for the cameras.