Honestly you may find that your set works FINE on 72vdc. Most of these types of lights immediately rectify the incoming power and then send it into a high frequency switchmode power supply. For as much as some xmas lights cost, give it a try, and see what you get.

Another option on locomotive batteries is simply connect a standard car inverter across 6 of the cells in the string. The other batteries water consumption might go up slightly as they get 'overcharged' which should not hurt a thing. If you do that, I think I'd insulate the case of the inverter from the locomotive frame just to be safe.