The instrument lights don't hava a fuse as they are low draw.
If your facia lights are working ('hazard, rear window heater, fogs and my lights on the heater function') then it's to do with the dash bulbs themselves (or might be earth wire which is also behind dash [from memory]). All the dash/facia lights have a common origin from the light switch/dimmer circut (at least that was the case with my late 89 16v).
And yes getting a MkII dash out is a pain, cause you've got to remove ALL the housing.