The "Signal Box" on the cupola of a caboose was known by the railroad as a "Light house". On the D&RG, at least, they appear to have been set up with a hook at the top, so a standard lantern could be hung in there. I've seen no indication of any colored glass in the light houses. At the Colorado Railroad Museum in Caboose 0404, they have a marker lamp bracket, suggesting that markers were hung in the lighthouse, which would allow different colors, front and back.
There is a lot of information on the light houses in Dr. Robert Sloan's book "A Century +10 of Narrow Gauge Freight Cars". He includes the D&RG drawings of the light house. There is no indication of marker bracket castings being used in D&RG cabooses,within those plans.
The one great photo is in Dorman's Chili Line book. Not sure the page, but it's a train stopped in Embudo, NM. It is reportedly caboose 0503 and clearly shows a lantern hanging in the light house. As clear as the photo is, and as easy as the lantern is to see, I suspect the glass in the light house is clear, both sides. This does not seem to comply with known rules, but is rather an indication of what the photos show. There may be an indication, on the drawings, as to when the light house was "deleated", but I don't recall it. My modeling is between the turn of the century and WWI, so I could easily have overlooked it.
Hope this helps.
Phil Hackman