One way to narrow it down is to pay close attention to what event triggers the lamp out warning.

Start the car, put your foot on the brake, and wait a second. If the warning comes up then it's a brake light.

Turn the parking lights on, one click clockwise on the headlight switch. Wait a second. If the warning comes up then it's a tail or marker light.

Turn the headlights all the way on. If the warning comes up it's a headlamp.

Put the car in reverse. If the warning comes up it's a backup lamp.

- JimY