Swap the lamp holders around to other things, like the guitar features to see if the problem follows.
I've had a number of "faulty" ones that needed their contact ears folded up slightly to make positive contact with the light board contact pad traces. Sometimes it's the actual wires on the bulbs themselves that need to be bent outwards to make positive contact. Also, check the connections at the light boards themselves and reseat them, same for the lighting connections in the back box.