No illumination on wheel, turn signal arm, etc

must be a fuse. check the manual for location, if there is one just for the lighting.

 

Does the dash dimmer work? If not, check the 7.5A fuse marked "Panel" under the steering wheel (marked #16 in the wiring diagram, but go with the marking on the fuse cover.) When the Panel fuse is blown the combo meter and MFD go to full bright and stay there, all the other lights go out. If the dimmer is bad, you would get the same.
Turn on the car, turn on the headlights, roll the dimmer wheel down. If there is no change in light on the combo meter, look at the Panel fuse.

 

Is anything on the stalk supposed to light up? I don't think mine does, but I don't have a Gen 2. In any case, you might want to make sure before considering that part a problem.

I do think there is supposed to be illumination in the wheel pad and the window switches.

If it were me I would just start with the wiring diagram and figure out what circuits are involved, where the connectors are, etc., and start checking key places with a meter. "A fuse" or "a relay" could be possibilities (I would not assume there'd be a whole relay dedicated just to the wheel and window lights and none of the other illumination that still works, but that's one of the many questions the wiring diagram could clear up for you) but only two possibilities among many. "A fuse" is pretty much the one answer that's never an answer, because even if you happen to find one blown, that just tells you your problem is to find what blew it.

-Chap

 

No lights in the stalk and lighting under the buttons is extremely dim. Does the combo meter go from full bright to half and then dim as you roll the dimmer wheel to practically nothing?

 

Here is the diagnostic for the dimmer and illumination. The LEDs are connected to a fuse on the positive side, and the combo meter on the negative side. If the dimmer operates, then the fault is either bad wiring (the diagnostic shows which connectors to test) or the combo meter itself would need to be replaced. However, the LEDs are so dim, that you can barely see them even at night!
There is a member who took apart the combo switch on the steering wheel and replaced the LEDs with much brighter blue LEDs.
Blue led dash conversion

 

That sounds correct, there are no lights or LEDs in either the turn signal or wiper stalks, only in the buttons on the face of the steering wheel. According to the wiring diagram, the lights/LEDs are in:
Key Slot
Main Switch (Parking switch)
Power Switch
Shift Lever
Radio
Clock
Combo Meter

YMMV

 

Is the radio replaced by an aftermarket one?

My steeringwheel doesn't light up and I think it is since I replaced the OEM stereo. There are more threads about this but still haven't taken the time to get to the bottom of this.

This in no way rules out the fuse possibility, but just an extra thing to consider