I had the same warning light without visible bulb out from any of bulbs. One day I finally caught one of license plate bulb out. But it is so intermittent. One moment is on but next is off.) Anyway I changed it to LED bulb from ebay. I also noticed the water/moisture inside a housing. Good that I cleaned and replaced it anyway.
I had intermittent bulb out indicator also, usually when cold outside and all bulbs were lit. The bulb out indicator would go out after the car was running five to ten minutes. This went on for about a month, then I had a headlight fail. Replaced bulb and have not had a bulb out warning since. Was the bulb failing in some way and causing the bulb out warning?