That's a problem with the BlueLine decoder that I and several members of our club have, too.
The only solution we have figured out is to keep both locomotives on the same address instead of trying to create an Advanced consist.
When we first encountered the problem with the Alco RSD-15 models numerous emails to BLI offered no real solution without the complication of having to remove the add-in motor decoder, putting the dummy jumper plug back in, programming numerous CVs, and reinstalling the motor control decoder.
But as soon as we tried to create an Advanced consist, the second unit lost all sounds. It's a definite glitch in the BlueLine sound decoder.
I believe you must remove the add-in motor control decoder and reinsert the dummy plug in order to perform a reset of the BlueLine decoder, no matter what system you have, and you must use Ops Mode (main line) programming.