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"Try turning on an appliance on that circuit before pulling the fuse & see if it comes on.  My kill switch on the Alde causes the same behavior when I pull the fuse.  The fuse panel red LED needs current flowing through the circuit to light up, so if everything on the circuit is turned off, it won't light." 

I keep forgetting to go back and try that out, but it makes sense.  However, to see what is happening, go to the below WFCO link and watch the short video for the question, “Why is there voltage on both sides of the 12V fuse board?”

https://wfcoelectronics.com/product-support-videos/

As best I can recall, it was also my F4 LED that was not lighting up.  Therefore, since your F4 is for the refrigerator circuit (same as mine), turn the refrigerator "ON" (i.e., 12V/battery power) and then pull out the F4 fuse.  The red LED should illuminate when you do that.  I recommend that you turn the refrigerator "OFF" before replacing the fuse, just to avoid the possibility of that act alone blowing the 20A fuse.  Better yet, follow @MuttonChops suggestion and cut the 12V power to the entire trailer by turning off the battery cut-off switch before replacing any fuse - - - better safe than sorry.

Simply stated, as long as the refrigerator is turned "off," there is no voltage available to light up the red LED, which makes it appear that the red LED is not functioning.  By turning the refrigerator "ON", the circuit is completed, thus  providing the power/voltage necessary to illuminate the LED when the fuse is either manually removed, or blows.  Pretty simple, yet tricky at the same time.

Finally, for a basic understanding of why a fuse may blow, while you are on the WFCO site you should also take a look at the short video for the question, “Why do fuses keep blowing on my 12V fuse board?”

Hope this helps.  Please let us know how the F4 "test" described above works out.  Thanks for the post.  It has been interesting reading and will be helpful for others in the future.