I almost sounds like a bad ground. When you open up the courtesy mirrors to turn on the overheads, do those bulbs light up? If not, I would suspect that the overheads are using the wires for those lamps to ground. You may want to try removing the overhead lamp assembly. Find which wire is hot (so you don't blow a fuse) and connect a makeshift ground to the other. If the lamp lights up, you will now be chasing a wiring gremlin.

You *might* be able to provide a new ground for the lamps by using the front roof support? The overhead lamp assembly screws into it.
The only other grounds I can think about for the dash/overhead lamps is behind the passenger side kick panel near the door.