There's a switch in the gearbox (can't remember exactly where, no MK1 since '98). Simple plunger type, screws in, two terminals on the outside. Switch makes when in reverse, lights come on if ignition is on.
Could be the connections, check wires tight in crimps and that mating surfaces are clean. Check if it's the switch by shorting out the two connectors to see if the lights come on.
Good luck.