There are two possibilities about the lamps. First one, the State Historical Society, which owns the 223, has them. There were some items that were removed from the locomotive when it was moved from Liberty Park to the D&RGW depot, which are still kept by the USHS but are not fully cataloged so I haven't yet been able to confirm what they were.
Second option, at one point a gentleman offered to assist with the restoration of some of the 223's hardware. Instead he absconded with some of the pieces and no doubt have been disposed of by his heirs after years of ill-gotten display in some basement lair before his passing.
Either way they are not in the posession of the Golden Spike Chapter R&LHS which was restoring the locomotive and even if they were, they would remain with the 223 since they are not "collectibles" but an important part of the preservation and interpretation of the locomotive.