Did they put a light under the hood on the 94 lightning I had some work done a few weeks ago and i was under my hood today and found the plug and the light was not there.

 

If you have the plug, you should have the light. The shop probably removed it so they didn't kill your battery by leaving the hood up for days, and just forgot to put it back. Call them. Even if they've thrown it away already, it's cheap & easy to get a replacement, but it's still their responsibility.