Betting its your light switch since the headlights and markers on ea side are fused seperately. You can remove the lower column shroud and with a meter or jumper wire get to the bottom of this quickly. Defenders are famous for eating those switches.
On the central locking, pretty sure there is no relay just a fuse and the 10AS green control box for cl, alarm, and imobilizer.
Not sure if thats any help but let us know what you find.
There is a fuse on the market called a smart fuse and I love them for defenders. When the fuse blows an led lights up. Sourcing your troubles is as simple as removing the fuse cover and there it is gleaming @ you.