Michael:
You didn't mention the DCC system that you're using to program the locomotive... Some like the older Digitrax and NCE PH systems lack the current needed to program many sound decoders. The old NMRA spec didn't predict the change in the decoder design.
Also JMRI can get confused with BLI P3 decoders in that there are different programming panes for the locomotive settings and the Rolling Thunder settings.
Jim Albanowski