I have a 2004 Mazda Atenza and bought it at an independent dealer in japan - of course they didn't know about the bolt and had a hell of a time removing the panel. They were going to remove a bulb that went out, and guess what, after they replaced that lone bulb and replaced the panels, other bulbs died.
They called up the Japan Mazda dealer in Osaka and were told that once they remove the panel and need to replace a bulb, they recommend replacing ALL of them. Not sure if this helps but I would call several dealers or other folks on this forum what they think or would do.
Good luck on figuring out what could be wrong with your radio. Did you check the fusebox?