For what I can remember, all the lights in the heater panels are soldered in. You can find replacement lights through an electronics specialty company like mouser.com for replacements. You would also need soldering skills to replace them.
I just fixed mine. There are four bulbs, with blue covers that twist into the PCB. They are like the cluster bulbs but smaller.
Can't find new bulbs anywhere. I reused the bulb housing and replaced the bulb with RadioShack micro-lamps. Unwrap the bulbs leads to remove the old bulb from the bulb housing. Try to reuse the blue bulb cover.
Access is by popping out 1 inch by 6 inch cover just below the bezel. Then remove two screws. Then pop bezel off. Disconnect wiring connectors. Turn knobs all the way counter clockwise (Off) then remove. Remove 4 screws from back of HVAC unit.