The fact that the indicator light fails to come on suggests a problem in the control wiring or switch itself.
(1) Remove and check fuse 28 and 29 (behind instrument panel). If OK, replace and go to the next step.
(2) With the ignition key removed, remove the driver's side switch (it should pry out easily from the front with a small screwdriver).
(3) Remove the connector from the rear of the switch.
Connect the negative (-, common, black) lead of an ohmmetert to a good metal ground. Verify the connection by touching the + lead to another ground point, which should measure close to zero ohms.
(4) Now touch the + lead to the connector terminal with a yellow-red wire. You should read 50-100 ohms, which indicates that the seat heater relay and wiring to it are OK.
(5) Next, set the meter to measure DC volts. Touch the + lead to the black-yellow wire and turn on the igntion (position II). There should be 12V at that terminal, which indicates all wiring between battery and the switch is OK.
(6) Check the switch with an ohmmeter between the terminals that will go to the yellow-red and black-yellow wires when the connector is in place. Switch ON, close to zero ohms; switch OFF, infinity, means the switch is good. You could also swap the right and left switch as an alternative test.

Advise results. If everything is OK, the next step is to find the 4 pin connector under the seat and make measurements there.