Goodo, you're on the right track at least. I would suggest that the lamp is probably fine to use, although I would just check the wattage as those click outputs are very low powered and it's hard to get an idea of scale from that photo to know how high-powered the LED is. If it's too high a wattage, it could still have blown your output.
Also, is your PLC definitely executing the code (in Run mode)? I assume so, as you mentioned earlier that the little LED beside Y1 on the PLC is coming on and off as it should when you turn the switch on and off, but just to be certain.
My next move would be to change the program to run a different output - perhaps Y5 or Y6, so it's on a completely separate group to the suspected faulty output - and then without hooking up any load to it, run the same tests as above.
Also, is your PLC definitely executing the code (in Run mode)? I assume so, as you mentioned earlier that the little LED beside Y1 on the PLC is coming on and off as it should when you turn the switch on and off, but just to be certain.
My next move would be to change the program to run a different output - perhaps Y5 or Y6, so it's on a completely separate group to the suspected faulty output - and then without hooking up any load to it, run the same tests as above.