Read out, using service (programming) mode the value of CV22 in the trailing unit, and let us know what it is.
Which headlight do you want to turn off? Do you want to disable the rear-facing headlight (or both headlights) on the rear unit?
EDIT: I should add that what John mentioned is also applicable (addressing the rear loco by its regular address, and turning the headlights off). But since NCE's implementation of the advanced consist will send the function commands to the regular address of whichever loco which is running forward, it might turn the the rear loco's headlight on. It's been a while since I did any consisting on NCE (I use my Power Cab to test run individual locos).