2014 Mazda3 SGT AFS not working and no light...Help

Hello everyone. Super new...and just bought a beautiful 2014 Mazda3 SGT sedan. I have a malfunction notification for the AFS. However, there is no flashing light at all. The only proof I have AFS is there is the button (which literally does nothing when I push it) and the fact that there is an error notification. Everything I see says there should be a flashing AFS light when there is a malfunction. Why isn't my light flashing? It does not appear to work at all. What would cause this? Aftermarket headlights maybe? I really don't want to take it to the dealer already and start spending a fortune. After all, I just bought it (cash - so I am a bit low right now). Any guidance is greatly appreciated. :)
 
Yes, I have seen that. Trouble is, the light does not illuminate at all.....EVER. Pushing the on/off button does nothing as well. It's like it does not exist....except for the button in the car.
 
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2014 Mazda3 S GT auto, 2008 MX5 6-speed
I've never had this happen, but my headlights are from the factory. Why did you change your headlights?
 
I literally just bought the car. I have no idea if the headlights were changed or not, I was just asking if changing them could result in the issue I am having. Looks like this is a mystery for the Mazda dealer.
 
Did you check for codes using a code reader? If so, what did you see?

I have not checked for codes. I thought a scanner only really checked sensors, etc. relating to the emissions system? I'll check codes a little later. I think my scanner is in my daughter's car and she just left for work. I'll update in a day or so. Thanks for your input.
 
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2014 Mazda3 S GT auto, 2008 MX5 6-speed
You're welcome. I keep a scanner/reader (ScanGuage) in each of my Mazdas. Each is always connected to the OBD2 port. The unit displays 4 of many parameters from which to choose, like coolant temp, battery voltage, intake air temp, air/fuel ratio, etc. The nice thing about it is that you can read and cancel codes at any time. I keep an extra cable that I can use in other vehicles. The display unit unplugs for quick removal, if necessary.