Hello, I noticed on my own made scenario that the DB BR 101 doesn't show up these LED Lights for the PZB Stuff, but you can clearly see that I have that on. I have also noticed that if you go far away with the camera from the Train, then the game starts to be on the loading screen if you go back to the Driver Seat. And then the lights are illuminated. I don't know if it is a bug or I didn't set something up.
PZB lights is a bug on the Playstation version only. I believe the 101 DLC was only tested on PC and Xbox but for some reason it's bugged on Playstation.