I just pulled a cr-915 radio from my 1995 940 and needed to make a wiring diagram of the wires so I could install a modern radio. Here are my notes. (Also I seem to be unable to locate my original thread where people kindly posted there info). Anyway, this was a product of probing and conjecture but it did work on my car. The only weird thing is the "battery" wire (mis-named, I guess)from the 940 does not provide current when the ignition switch is off so I had to run a real (always hot) wire to fuse 26 so my radio always has some power to retain presets.
My car did not a have separate under-dash amp.