The red lights beside the 12 volt fuses illuminate when a fuse is blown, or in your case, missing. It indicates that a wire goes from the fuse connection to something. On our 2011 model 3100SS there are no services connected below the fuses that are in place, so I can't help you on that. My only suggestion is to turn the power off, both shore line and battery disconnect switch, remove the panel cover, and see if there is a wire connected to the fuse holder. If there is no wire, the red led is being grounded somehow. If there is a wire, all I can say is good luck tracing it.
2011 Sunseeker 3100
1997 Pathfinder Toad