You replaced the black switch?
New one should be like...
L1 white, P blue, H1 white with blk tape ( to distinguish between whites) H2 white L2 black.
I am concerned the wires got mixed up, wrong "line" in the wrong spot can cause a short through the pilot light.
Black and red should be the L1 and L2, H1 and H2 are normally the white from the element and the blue is pilot light. The L feeds the pilot light and the red and black cannot be mixed up.
Wire diagram on the back of the range in an envelope? If yes, post a copy or email a copy so we can have a peek.