Normally, this indicating light is powered from the same connections that supply the Boiler Element. Perhaps one of these has become dislodged or a cable has broken away from the cable lug. I cant remember if you said that you bought the "Lucy" brand new or 2nd-Hand but if it was previously used, maybe the previous owner did a bit of their own wiring maintenance and made a mistake or two. If you suspect the latter, then I would employ the services of a licensed electrician to inspect the wiring for you to make sure all is safe and properly configured.
Thats about I all I can suggest at this stage mate..... Sorry :-?