Actually electrified box headlights weren't that uncommon on D&RGW locomotives into the early 1930's. As to why the 168 lost its Pyle National headlight-- I would assume that it was taken off when it was last shopped and put on another engine that was less likely to be going to the deadline. After all 168 probably was headed for the Alamosa deadline soon after this photo was taken in 1933. As to where the Pyle National Headlight went, I suppose one possibility is C-19 347. In 1930-31, it had a box headlight while later it had a Pyle National. As to the tenders, it would seem from the photos available, that tenders were frequently swapped around to new uses at shopping or when they reached the deadline. For example, T-12 169 also lost its tender when it was retired about this time-- allegedly for use in the Rotary OY train as a water car of some kind. In turn, 169 seems to have received the tender off the scrapped 175. Anyway, that's the way I see it...
Bill M.