On every map I have (most downloaded from DLC, but modified - some heavily - by me). The other oddity is I will see the next two signal showing caution when the third one is stop.
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I did a quick test right after posting this and every time, the signal would go yellow and then immediately go dark. I would change the turnout past it and it would go red. As soon as I change the turnout back it would go yellow for a second and then dark again. Very predictable. I changed all of the USA1 04 and USA 2 04 to USA 04 (<kuid:-25:859>) which works fine. Strange to say the least. I've notice the problem for quite some time, but never thought much about it. So they were acting this way before SP4. I haven't tried them on SP5, but will first thing tomorrow morning. I don't have any older versions installed, so I can't go backwards beyond SP4.