Most likley the switch/range sensor on top of the transmission. On an ATX its on the front of the tranny down between the radiator and transmission.
Suggested sequence: I would put a voltmeter on the socket, see if you are getting volts. If so, check other pin of socket to ground for low ohms. If not, back to tranny connector. Jumper across wiring connector ouside pins to see if lights come on. Measure wiring connector to see if voltage is present on one of the outside pins. Measure other outside pin to ground to see if you can see bulbs. Measure ohms across switch in tranny, outside pins, should be connected when in reverse.
Try these on-line vendors for the replacement parts: www.autopartswarehouse.com, www.partsgeek.com, www.rockauto.com, www.partstrain.com - to list a few.
For example, they (RockAuto) list the replacement neutral safety switch / range sensor from around $21.00 for your vehicle.
AIRTEX / WELLS part #5S5395 or STANDARD MOTOR PRODUCTS part #NS219 - or their equivalent