Had that problem on my 96. Replaced the bulbs with no luck. One day they just decided to work again. Their is a sensor on top the tranny that engages. This can become faulty.

-'96 SE MTX 3L -'98 SVT 1,173 of 6,535 -'05 Mazda 6s, loaded, g/f's ride -Need a 96-00 manual on CD? PM or email me