Yes, both should have back lighting with head light switch on, all switches should have back lights with lights on
Head light switch just has 1 bulb, steering wheel 2 bulbs
Head light switch could have a burnt out bulb but steering wheel is most likely a Clockspring wire/connection problem
These use separate Grounds so 12v from dimmer is the only common wire, Ford used Light blue/red stripe wire for all these lights.
Splice 217, no don't know where that is, lol, is where all the different illumination wires are connected to Dimmer module