The blue high beam  indicator light is not an LED but an incandescent bulb
and does burn out.   All the other indicator lamps are LEDs.  Don't ask, 'cause
the answer is  "German Engineering".  They are available from VW

Having been through this earlier this year with my '84, all I can add is that it is a PITA to change as well. The bulb was kinda pricey through the VW dealer, too, at $9.00, but at least they had it. In my case, it was keeping my Westy from passing Virginia state safety inspection. The bulb from the dealer also included a the blue cover for the bulb.     Jeff