My understanding is that they would just be displayed on the leading end of the lead unit.
On my cab units, I set up my headlights, number boards, and classification lights on separate functions, such that they each cycle through three states: off, long hood, short hood. That takes some custom electronics, though. I don’t like my lights switching ends every time I reverse direction when I’m switching.
You could potentially put relays or FETs inline with the classification lights, triggered by the headlights on each end. That way, they would follow the headlights, but you’d still have independent control.