I am posting this how to on behalf of Train Model due to him having problems with his computer
Adding blue flashing lights to your Oxford Fire engine
Remove the body from the chassis by taking out the 2 screws
Drill out the old blue lights on the model and replace with your blue LEDs
Drill a hole in the chassis and pass your wires through the hole
Reattach the body with the screws
A flashing light unit from a Christmas toy was connected. But you could also use LED's that have a built in flasher