Many thanks!
As I understand, the LROD or trench railways wouldn't have run with lights/lamps as they would've been too close as a target, but I'm not sure that standard gauge ROD trains ever got that close to the front, at least on a regular basis.
There is one photo of an ROD 2-8-0 with a group that has lamps fitted on the top of the smoke box and the corners of the bufferbeam. Although, this particular photo may have been taken before going overseas, but I am unsure.
Then there is the book 'Railways and War Before 1918' by Denis Bishop and Keith Davies that has wonderful information and illustrations of rolling stock and locomotives used, both standard and narrow gauge. Some of the standard gauge illustrations there are lamps definitely fitted on the bufferbeam of at least three locomotives. Granted, these are illustrations and the book was published in 1972, but this and the 2-8-0 photo also have me considering that my models may need lamps.