Thanks both for your replies. I've read the signs and signals guide before, I seem to have missed the part about the headlights.
I have a somewhat related question. Here in Estonia, we have similar headlight arrangements on trains, dating back to the Soviet Union I believe. Usually, a parked train shows one red light at the left side of both ends, looking towards the train. However, I saw one train which had two upper red lights illuminated, which I hadn't seen before. Would anyone happen to know the reason for this?