Unplug the connector at the transmission and put a jumper wire on it. Switch the bike on and see if neutral light comes on. If so then suspect the transmission switch, remove clean and inspect. If neutral light doesn't come on with jumper wire then start tracing wires back to the speedo. Could have a loose or broken wire. Especially check the wire at the connectors, I have had them break inside the insulation. Hope this helps, lets us know what you find.