John,
I imagine that the mechanical details of classification lamps have varied considerably from one railroad to another, and over time. I wouldn’t be surprised if the use and meaning of the colors has not varied somewhat as well. The classification lamps shown in my photo references for an M&StL 4-4-0 circa 1885 show classification lamps with a cylindrical body about 5 inches diameter by 7-8 inches tall. There is one round, convex lens facing forward and one to the side. I cannot tell if there are lenses on the other two sides. At the top of the cylindrical body, there is a smaller cylindrical portion, apparently a kind of chimney feature. At the bottom, there is a cupped downward, foot feature, about 5 inches diameter, that would act as a stable base for setting the lamp on a flat surface. There is a large, hoop shaped wire bail at the top for hand carrying the lamp. So these look basically like a hand held signal lantern except they have directed lenses rather than just a clear or colored glass globe.
I suppose that it is possible that these earlier classification lamps were routinely put up and taken down rather than being permanently mounted like in later times. So instead of just being extinguished during the day (or night if it was a regular train not running as a section), they might not be on the engine at all. I have other photos of M&StL engines of the same class and period that have no classification lamps.