Pasted below are excerpts the current Code of Federal Regulations (229.125) regarding locomotive headlights. While these are much later than when the E-6s were built, I suspect that in regards to the aim of the headlight, they would not be much different. Note that it states the lights should be aimed parallel to the tracks. Also is a short excerpt from 229.133, Auxiliary lights (ditchlights) that states that a locomotive built prior to 1/1/1996 and equipped with an oscillating is exempt from the ditch lights requirements.
In regards to the E6s I think that the "Mars" lights were actually in the top headlight housing. I know that most if not all of the E6s were built with a solid nose, the Southern units eventually received a nose door and the oscillating light mechanism would have been a major pain to mount on a hinged door. In looking at some of my Southern Railway books I saw a number of photos where the twin headlights in nose door are illuminated and it is clearly two side by side stationary lights. So I would think that if the oscillating light was in the lower position, it was moved up when the doors were installed. In regards to the E6's slanted nose, the cover glass may have been slanted in line with the nose but the lights inside would have been parallel to the track. In looking at all of my books, in every close up photo of an E or F unit with two headlight housings, you could tell that the fixed light was in the lower position and the oscillating light was in the upper position.
Finally I have a 1950 Locomotive Cyclopedia that has an ad for Pyle - National Gyralites. This was the type of unit that mounted externally rather than enclosed in the car body. Some roads, (NKP) for one had them mounted above the headlights on steam locomotives. These lights had a red lens if there was an emergency brake application or they could be used as a clear crossing warning light. It states that the reflector is to be positioned to project the beam on the lowest center parallel to track.
I hope all of this helps.
Excerpts from the current 49 CFR 229 Subpart C requirements.
§ 229.125 Headlights and auxiliary lights. (a) Each lead locomotive used in road service shall illuminate its headlight while the locomotive is in use. When illuminated, the headlight shall produce a peak intensity of at least 200,000 candela and produce at least 3,000 candela at an angle of 7.5 degrees and at least 400 candela at an angle of 20 degrees from the centerline of the locomotive when the light is aimed parallel to the tracks. If a locomotive or locomotive consist in road service is regularly required to run backward for any portion of its trip other than to pick up a detached portion of its train or to make terminal movements, it shall also have on its rear a headlight that meets the intensity requirements above. Each headlight shall be aimed to illuminate a person at least 800 feet ahead and in front of the headlight. For purposes of this section, a headlight shall be comprised of either one or two lamps.
§ 229.133 Interim locomotive conspicuity measures—auxiliary external lights.
(4) Oscillating light. (i) An oscillating light shall consist of: (A) One steadily burning white light producing at least 200,000 candela in a moving beam that depicts a circle or a horizontal figure ‘‘8’’ to the front, about the longitudinal centerline of the locomotive.
(c)(1) Any lead locomotive equipped with oscillating lights as described in paragraph (b)(2) of this section that were ordered for installation on that locomotive prior to January 1, 1996, is considered in compliance with §229.125(d)(1) through (3).