Indeed every reference to that bulb number shows a screw base bulb.

It may be possible you have a locomotive where the original screw base bulb was replaced with the grain-of-wheat bulb.

Did you get the loco in a sealed box, or was it used?

Here are 12-16 volt grain-of-wheat bulbs.
https://www.hobbytown.com/model-power-1216v-clear-grain-of-wheat-3mm-bulb-3-mdp381/p378627


Larry