Try this. Put both locomotives on the same track but do not connect them together, rather leave a gap of at least one locomotive length between them. Then MU them together if they aren't all ready. Remember, the first locomotive you picked for the MU setup is the 'lead' locomotive, and the rest will follow, speed wise. Now try running your MUed locomotives. ( you should be running from the 'lead' locomotive screen ) Do they both go they same direction? If not, press the 'MU=2' button on the HC screen. You can change the direction of the follower locomotive there. Now run your MUed set again, still not connected. Do they start at about the same time? If not, delete the MU setup and work on the locomotive that is not starting properly. I would pull the shell off first and check for mechanical binding. You might want to run it with the shell off so you can see whats happening.
When happy with the mechanicals tune the decoder to the locomotive. If is a new locomotive, you might want to run it singly for 30 minutes in each direction. This will break in the locomotive and make the tuning easier.
Remember, the locomotives in a MU consist 'learn' to run together and follow the lead locomotive, but it does take a little time.
The great MU capabilities are the reason I started using RailPro.