Andrew-
The challenge with the classification LEDs is that they are common cathode (i.e. common ground), and the Zimo decoder output provides a common V+. The white/black wires that feed the LEDs on the PCB in the front of the engine expect 12V or more, and the color switches with polarity. If white is + and black is -, the red LEDs go on, and if the polarity is reversed, the green LEDs go on.
You could potentially feed these from an H bridge with the polarity controlled by the headlight output, assuming you want the colors to track the headlight/reverse light.
Of course these red/green classification lights are fantasy, and should (in my opinion) just be replaced with white lights anyway. A green light means that a second unit of the same train is following. A red light would only be displayed on a rear-facing engine on the back of a train. It’s hard to imagine an F3 in that situation. You could easily clip off the red/green LEDs, hot glue some white ones in the shell, and feed them from one of the Zimo’s drivers with a CL2N3 in series.