N-scale Kato's were never hardwired to the trucks, this was done in HO only. First thing I would do it slide the light board back and forth a bit to see if it's a contact issue. Also make sure that the motor contacts are under the wings of the light board. Was this engine new or used, also is it a the new mid production SD40-2 or the early production?
You might want to try resetting the decoder to factory default. Look in your DCC reference for the decoder and find the value. Most manufacturers you set CV8 to 8 to reset.
Since they took care of it for you, the point is moot, but when I spoke with them about a missing part I got static about buying from a train show. They don't like honoring their warranty when you buy from a show, they feel the person that sold it to you was the original purchaser, and so you have no claim for warranty repair.
So if you get a new locomotive at a train show, be sure you get a dated receipt with the hobby shop's name and address printed on it, otherwise you may be SOL.