No particular fuse for the CDL warning light so first of all check if the spade connectors are tight enough and if those are good the first suspect is the diff-lock switch itself especially if it's cheap aftermarket. To rule it out unplug both spades and bridge them with a piece of wire, if the CDL warning stays on this way the switch might be fubar(ignition on 2 off course) but it can be wear on the box's notch as well ... other test is to remove the switch, let it connected to the circuit and push the plunger with your finger to see if the light reacts to that or not cos if it's intermittent that way just buy a new branded swicth but if it's ok the problem is within the box
