Does this engine have a headlight?
How does one remove the outer shell to check the headlight?

Thanks Rich my diagram did not show the light and the shell is held on by 4 screws from the bottom, but I did manage to fix fat fingers and all

Welcome.

I just looked at the diagram. It has a 12 volt light bulb. If this is your loco, Instructions. might just be a loose wire. Check with your ohm meter or a nine volt battery and a couple clip leads.

https://www.bachmanntrains.com/home-usa/dwg/dwgs/HOEMDF9DIESEL.pdf

Note. This seems to be about the same a the F7 and DCC onboard. Below is from the Parts page.
What does your look like inside?
Post a photo if you have to. Instructions for that in General Discussion forum.

https://estore.bachmanntrains.com/index.php?main_page=index&cPath=68_207

Look at the diagram page for the F7. I believe it now is a sound loco.
I have some Bachmann locos but not these models.

Rich