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The problem could be with the instrument panel module which controls the lighting, wiring, or it could be the bulb itself.
The first thing that will need to be done is remove the shift knob and then remove the upper shifter bezel. The service information is unclear whether the bulb here is LED or if it's a serviceable incandescent bulb, if the bulb is removable then pop it out and check it.
If the bulb looks ok or it's not removable then you'd next need to use a test light or voltmeter to check for power and ground at the connector when the lights are on. If there is power and ground then you know it's a bulb issue. Wiring and IPM problems are possible but not as likely.