The ambient temp gauge has a bulb inserted into the rear of the gauge. Check your owners manual for the size; it should be listed. It sits in a plastic sleeve and can be twisted and pulled out.
Lighting for the buttons is via replaceable peanut lamps in the rear of each. They are 1.2W I believe, and are availale through Volvo and other sources. Buy a box of them, and replace all of the bulbs, as they burn out fairly regularly. If you pop the switches out they are not too bad to switch, although some can be a royal PIA, especially if you can't remove the switch to get at them.
The other thing to check, if a continuous string of bulbs is out, is the black ground connection that connects each to each other and then to a common ground. I've never had a bad ground, though: it has always been the bulbs themselves.
JD