1) For the light switch legend, you pull the knob, unscrew the nut that holds the switch, take the plastic trim out and the bulb is there. Bulb is replaceable.

2) Many posts on how to take the IP off. The bulb behind the ODO and is replaceable.

3) If I am not mistaken, all bulbs that dim with the dimmer control (left knob in the IP, next to the ODO) are replaceable on W140. The two lights for Cold/Warm Center air supply are LED's. At least that is what they look like to me. I have not replaced them, but should be easy to check once you have the vents out.
Hope this helps....

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Mino Erhan Dallas, TX
'97 SL500 40th A.E.
'97 S320
'01 ML320
'85 Peugeot 505 SW
'07 BMW R1200RT
'74 Suzuki GT750