Those yellow strobes located on the GP40-2's (6200 series) are connected to the APU units, which are automatic start-up and shut-down equipment. Mostly all of the GP40-2's on the Albany division have been equipped with A.P.U. (also known as K-9). Some older road units, such as former Con-Rail SD40-2's, have been modified for this equipment.
The purpose is simply to conserve fuel........when the APU is operating properly, it shuts down the engine after the loco is idling for a certain time period (approximately 15 to 20 minutes). If the reverser is left in the center/neautral position for that long, the APU will shut the engine down.
As far as the strobe, it is simply a warning device that is supposed to light-up when the APU is about to start the engine or shut it down.
As far as remote control units.......remote engines have the yellow strobe mounted above the engine compartment.........possibly one on each side.