My 1984 300SD has no bulb to the shifter; instead it is lighted by a fiber optic cable from the "octopus" behind the climate control PBU. The cable flattens out to a "ribbon" on which the PRND3 is logo sits. In the past, others have disagreed with this discription, but I KNOW, that on MY car this is how it is. There is some discussion of this in the "search" function.
May be why you can't find the bulb?