You do not need the ignition key in the on position for these tests unless I tell you later. You only need to turn on the marker light switch.

Testing the OBDII plug means nothing. It will have no relationship to your problem. Same thing when testing the cigarette lighter socket. Power to the cigarette lighter socket is completely independant of your dimmable gauge lights. It is only the cigarette lighter illumination bulb that we are interested in working with.

Testing the radio connector plug doesn't prove anything yet. It might need testing later but you first need to confirm if the gauge lights came on when you ground the black/yellow wire.

To proceed from here I guess wait until dark. I need to know if the dash lights turn on when you grounded the black/yellow wire. You need to ground the wire temporarily to the chassis, not just probe it with the test light. If the test probe lit up when you touched the black/yellow wire that is good but it does not prove the same thing as fully grounding the wire. I see no pics where the black/yellow wire is grounded temporarily as a test.

If that mystery red/black wire is grounded to the chassis (as seen in the pics) then touch that loose wire end to the black/yellow and let's see if the dash gauges light up.

The red/black wire is obviously an added wire as that is not a OEM wire connector where it is attached to the metal dash support.