The compass has it's own light bulb which is tiny and is located in the
left middle of the back of the unit which is visible once you have
removed the outer housing.

There are no wires to it as the power comes from the contacts on the bulb and is supplied by the multi connecter on the bottom of the unit.

Can't remember the part no. for the bulb but you can get them from
Mitsubishi dealers. The same bulbs are also used in the a/c control
panel where there are two of them. They twist through 90 deg to remove
and are very fiddly and not obvious on first inspection.