Hi,
help on how to replace dashboard bulbs can be found in the english Talk under How to replace Instrument panel lights?
The bulb at the gearshift is very well hidden. According to some postings here in the forum I would forget about it. It seems that an engine replacement is easier.
If all lights of the gear display in the dashboard are lit then your gearbox should be in emergency state, which means you can drive in the 3rd gear only. Is that the case? Yes: have the fault codes of the gear unit read out. No: must be an electrical fault.
Thermostat: Dunno exactly, somewhere on top between the Cylinder banks.
Cheers
Michael