I thought I would follow up, for Thaddeus' sake if for nobody else.

I checked the bulb sockets with a multimeter, and amazingly enough, there was power getting to them and a good ground. So it was the bulbs that had burnt out after all. All three went within days of each other. One bulb for the shift quadrant, one for the seat heater switches, and one for the rear ashtray (which also lights the inside of the console box).

I bought the bulbs at the Volvo dealer, because they have the blue coating on them. If you buy a regular General Electric #73 bulb for about 20% of the price, you will only be able to find clear GE bulbs (no color).

Luckily, I did not have to trace the ground and power lines. These disappear under the relay tray and then go up under the instrument panel somewhere. Would have been a nightmare to track down a fault in these unless I pulled most of the dashboard.