There is also a service bulletin If the some of the various lamps do not illuminate. But I would suspect you would need more than just 1 item for this to be the cause.
#PIP4401E: TOW/HAUL CRUISE SES 4X4 HEATED WASHER FLUID OFF MESSAGE AND VARIOUS OTHER INDICATOR LAMPS DO NOT ILLUMINATE (JUN 13, 2014)
Subject: | Tow/Haul Cruise SES 4x4 Heated Washer Fluid Off Message And Various Other Indicator Lamps Do Not Illuminate
| Models: | 2007 - 2014 Cadillac Escalade Models
2007 - 2013 Chevrolet Avalanche, Silverado, Suburban, Tahoe
2014 Chevrolet Silverado 2500/3500, Suburban, Tahoe
2007 - 2013 GMC Sierra, Yukon Models
2014 GMC Sierra 2500/3500, Yukon Models
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This PI was superseded to update Condition/Concern and Model Years. Please discard PIP4401D.
The following diagnosis might be helpful if the vehicle exhibits the symptom(s) described in this PI.
Condition/Concern
Customers may comment that the check engine light, tow/haul, SIR, cruise control or other various indicators or warning lamps will not come on in the instrument panel. Vehicles equipped with manual shift transfer cases may also have an inoperative 4x4 indicator lamp when the transfer case is shifted into 4-wheel drive. Vehicles equipped with an electronic compass, displayed in the DIC, may have an inoperative compass. Vehicles may display HEATED WASHER FLUID OFF message in DIC, even though vehicle is not equipped with the system.
Recommendation/Instructions
Using the Tech 2, command the instrument panel indicator lights on. If the suspect indicator lights do not come on when commanded, inspect the AUX HVAC 10 amp fuse in the under hood fuse block and associated circuit for an open or high resistance. If the lamps do come on when commanded, follow published diagnosis listed in SI associated with the illuminated indicator lamp.