I'm not that advanced at building sessions, so I really can't tell you anything else!
Another thing to check is that you could be too close to have the junction unlocked, I've done this a few times. So, I have to reverse a bit until the yellow lock disappears.
@DaveL - That lock icon indicates that it is YOUR train that has control of the junction. It appears as you approach within 'control distance' and will be there until your consist clears the junction.
You can see who has control of the junction by hovering your mouse over the icon.
The slower you approach a junction the closer you can get without it locking. If you are running track speed it will lock while you are a good distance away.
Thanks for the suggestions guys, but I figured it out!
BTW, I do not use the method of control shown in the Wiki,
(I'm an Old Fart and have never been able to wrap my head around it.)
I fixed the problem by removing 2 junction commands and using only the "Drive Via Trackmark" command.
That means that the AI comes to a signal (on the main) and stops, waits a bit, then sets the 2 junctions that set the red signal. The AI then proceeds to go past the junctions and the Locks disappear.
What got me in trouble was, I tried to make the mainline AI use those junctions without stopping.