Last things first, there a a few torx screws that hold down the cowl cover, it is not glued to the windshield, but slides up and onto the bottom of the windshield. Once inplace, it tends to stay there. While you have the screws off, check for a cabin filter on the passenger side. If there is one there, replace it, otherwise order a filter and filter holder from FCPGroton, along with a new air filter - less shipping cost.

The lights! Look over on Volvospeed - http://volvospeed.com/maintenance.shtml
and looK for instrument cluster removal and light replacement. I get the micro lights from RadioShack #7219, 2 for about $1.50, and the larger bulbs at a auto parts store.

For sourcing a 'new' light switch, look for a pick&pull yard in your town. Call them up and see if they have any 850s and when they arrived. There is also a relay for the cabin lights under the fuse tray. Remove the torx screws, lift up the fuse tray to expose the relays. There is a row of 4 square relays, and the row down from there is a larger one on the left - that is the dimmer relay.
To pull out the light switch, you can try prying it straight out, but I like to pull off one of the blank switch plates, then push out the foglight switch to get access to the rear of the larger light switch. The little switch lights are also #7219 micro lamps if you want to replace them.
Look around for the radio code, you will need it if the battery is ever disconnected.

Also check the light switches in the overhead group. Set the switches to be door activated, not off.

Klaus
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Proud owner of a 220S. If I had more room, I would have more Volvos.