Ok guys, I found the bulbs. I previously did a search,

No lights on my W124 Climate Control

and I read about the bulbs being found after you took "the tape off". I had already removed my climate control area, and thought they were referring to the tape on the 2 electrical wiring harnesses meeting up to the back of this.

But on further inspection, I see the climate control area did not need to be taken off afterall. Prior to doing that, there are literally two pieces of tape flat on the plastic above the climate control push buttons. Rip off that tape, and your bulbs are underneath. Wow.

Remove with a small diameter drinking straw. Cut end very slightly so it will not fit over the bulb easily, but to fit over the bulb tightly. Then to insert the new bulbs, insert the bulb tip into the straw, push into place, then twirl the straw as you move it out to help release the bulb, and hopefully the bulb won't come back with the straw.