You can test the socket by removing the bulb from a neighboring feature lamp that works. Then with a small bit of wire or whatever carefully jumper from the springed nipple end of the non working lamp socket to the working lamp socket (with bulb removed). If the feature lamp then comes on then the issue is most probably at the lamp driver board. Either the connector has a problem or the SCR is bad.

If the lamp still does not then its probably a lamp socket issue.

Always give a good visual look around for things like broken wires off of the lamp socket. Busted spring inside the lamp socket, etc.