Make sure the LM-3S-G is updated to version 3.20. The Heavy Steam ULT sound will not work on lesser versions.
Make sure your using this steam engine button
and not this diesel engine button
to make the LM-3S-G recognise it's a steam engine and not a diesel, you'll get very weird results using the diesel engine button.
The same, make sure your using the steam engine front and rear headlight buttons and not the diesel front and rear headlight buttons for the front and rear headlights.
There is a setting to enable/disable automatic directional lighting on one of the setup screens. Check that this is enabled.
- Tim