Looking inside the trunk it seems the only way to change a tail light bulbs is to remove the entire cover on the inside, it seems Jaguar did not provide a panel to open. I am concerned I will bend the covers. Any suggestions.

 

With the trunk liner pulled back there are tabs on the back of the plastic assembly. Push the tabs to one side and remove the entire plastic assembly with all of the bulbs mounted on it. The tabs are arrow shaped and pushed sideways while pulling against the plastic housing.
It would be helpful if you included the model info in your signature. If you are working on an X-type upto Mar 2004 then check fuses 63 and 64 in the passenger compartment fuse box. The front daytime driving light, side marker and tail light for right hand is fuse 63 and left side is 64.
If the front drive light and tail light are both not working it is probably the fuse. If one is working and the other one not then probably bulb