i had a non-working reversing light with a bulb that was fine on my Focus. Turned out it was corroded contacts. The housing that the bulb screws into is clearly not 100% waterproof – or not after some years, and with it being positioned in the wheel arch being sprayed with all the road crud time soon takes its toll. The bulb holder/housing plugs into the loom, so you can remove it. I was all set to buy a new one, but decided to give cleaning up the contacts a go, so with a bit of fine wet’n’dry I sorted out the corrosion and it worked fine after that.
I don’t think individual light bulbs have their own fuses – they are in effect fuses in themselves. Probably why you’re struggling to find it.