Mercedes 250d C Class 1994. Full Beam

Mercedes 250d C Class 1994.
When the ignition is turned on, all of the dash lights illuminate, including the blue full beam indicator light. Yet when the engine is running and the full beam is on, there is no blue light to indicate that the lights are on full beam.
I have already checked the bulb and obviously it is fine as it is lighting when ignition is on. So is there a relay or something that has gone a miss?