My suggestion about changing the white balance was only to test the theory as to why the lights look yellow instead of red - NOT to fix the problem.
I fully agree with Eric, Mick and others that no change should be made to the white balance of the final image. As I said in my first post, that would only make things worse. The real fix is in post processing - change the color of the lights to red and you're done.
I made my comment about white balance because there are two completely different light sources illuminating the image - the sun and the traffic lights,each with different physical characteristics. So the question of why the color shift from red to yellow occured MIGHT be explained by the technical issue of white balance. Even if the lights were not blown out in the image, there is a chance they still MIGHT look yellow because of this. But regardless, I would not change the white balance of the image to fix it.