It is in there, I know for sure.
The problem is to find the wire to light it up.
I once experimented to find the led, but I used the wrong voltage
and blew up the led hahaha.
But it is in there.
Even the other leds should be in there.Update1.
Since the question was asked and until now I never connected the lights, I did some research on my both OC CDU's.
Looks like it could be possible that there isn't a EXEC light in the CDU.
In one CDU there was a missing EXEC light and in my other CDU it was mounted in the wrong direction so it could never light up. The light is also positioned underneath the black fake BRT button so when it lights up, the word BRT lights up but not the EXEC button. Since the BRT knob is fake, I made a little hole in it and mounted the EXEC led in the knob because there was no other way to really light up the exec button.2.
In the documentation, there is a drawing of how to connect the lights but it's not very clear where you need to make the connection. Is it a drawing of the connector on the USB-Key card, or is it the connector on the main board where the keys are mounted???
I will post later today or tomorrow a picture with the points where you can connect the wires to light the LED's.
In case there are some LED's missing, then you need to dismantel the device but I promisse you that it's best to do it on a moment that you're not stressed, since all the buttons will fall out and it's a nice job to put them all inside again and make them fit well.