Re: class lights. Where do they go?

Classification lights were carried on the front of the locomotive. They were used in conjunction with flags which were used during the day. If the loco showed no lights (or flags) then it was a regularly scheduled train. If showing green, it meant that there was a following section. Each section would show green except the last one, which again would have no flags or lights, indicating that it was the last section of the scheduled train.
If white lights or flags were displayed, then this meant that it was an extra train not shown on the schedule.
There may be other variations on this theme of which I am not aware. Perhaps someone else can chime in.
On the marker lamps, as the name implies, they were (and are) used to "mark" the end of the train, and universally shows red to the rear. The flashing red light on the FREDs used today serve the same purpose.