For those of you who have been following this thread, some private communications with Peter Akers has resolved the issue. Turns out the "Selective Lead Loco Sound" preference does not mean that F1 & F2 are not transmitted to trailing locos. It means that any function with a roster label containing one of the word fragments "bell", "horn", or "whistle" is not transmitted. Thus, you need to put function labels in at least the lead loco JMRI roster entry to get the selective sound feature to work. It also means that you can prevent alternate sounds assigned to other functions from being transmitted to trailing locos by putting one of the word fragments in the label. For instance, if a horn crossing sequence is assigned to F14, you can restrict it to the lead loco by using a label such as horn-c.
Mark Granville