I think the combination relay you mean is the one for indicators, rear screen defroster and windscreen wiper (not for the dash illumination as far as I know).
It is possible that the fuse (tiny little red bulb-fitting-like part) in the back of the cluster is burned, although I am not sure whether the "86 models already had them.
Did you check power on the in-going dash light wire whilst you had the cluster out? You can check the pins in the plug with a test light to know wether power comes from the light switch...
I've seen some clusters in the past with burned circuits as well (these clusters were without the fuse). Behind the combi-gauge (fuel, temp & oil pressure) a line in the circuit was burned and had to be re-soldered in order to get the dash lights to illuminate again...
Just passing some ideas.
with a minor 600+k