Oh, ok. That would be more appropriately called the "reverse shift indicator lamp", but that's no big deal.
In that case, the problem would be a little easier to find because the shift lever position indicator lamp circuits are confined in the area of the shift lever mount. This is likely to happen on Canadian cars (some American trucks and cars as well) because they all have DRL's (Daytime Running Lamps), and the DRL switch is located close to the gear selector.
One way to ascertain if the short is "after" the headlamp relay is to disconnect the input to remove the above relay from it's socket and see if the problem still occurs. Obviously the headlamps will no longer light up but the dashboard light would still be on if the short was at the gear shift switch. If no longer on, then the short would be after the relay and the electrical schematic will definitely be needed to effectively locate the possible short points.
Fixing this problem could very well involve removing interior trim pieces around the gear selector and the job generally is not best suited for the unassisted inexperienced d.i.y. mechanic.
