On 3rd October 2017 a topic was started on Advanced Consists (#140322) which describes the problem I am having with trying to set up a 'Consist' using a Sprog II. I far as I can see, the previous thread never reached a conclusion. I thought I'd provide my work around.
My set up is a SprogII using PanelPro 4.16, with SprogII in Command mode. Edit/Preferences/Defaults shows a 'button' for a consist.Using the Consist panel, as instructed by the help screen did not update CV19 of the locomotives (checked on DecoderPro). Using the DecoderPro Consist page I manually set CV19 (Consist address) to 50 for both locos. Entering 50 into the Throttle gave me my desired consist!.
If anyone wants to work on the problem, I'm happy to send a log file.