Are shift settings supposed to light up? Is it a

Yes, they are supposed to light up. I believe that's on the same fuse as the instrument cluster, so if that lights up don't worry about the fuse. It's probably just a burnt out bulb. To replace, remove the knob - 2 screws, one in the front one on the rh side lift up, use thread lock to install, remove the floor console - seats forward remove one screw each side in the back, pull up to remove the parking brake console, seats rearward remove 2 screws from shift console, 2 pushpins each side, remove cupholders, lift and remove console. four screws to remove dial bezel then you'll see the connector for the lamp (the parking brake handle and gear selector will have to be moved to different positions to move console)