Known bug. Service should start with brakes applied but doesn't. Procedure (quickly!): Turn on cab light - use the controller button, you don't have time to grope for the switch Set MU2 valve to Lead (that's why you turn the light on- you'll never find it in the dark) Apply independent brake at 100%. That should stop and hold the train, unless you move slowly and let it build up too much speed.
Ive just done this scenario and was about to have a fit! as pointed out in a previous post but got it sorted in the end. ( I was Bloody annoyed :P) I had a few more issues getting the brakes to come off after doing the steps you said, But got there in the end