At first blush, as I recall, I think I really needed to remove the whole dash to get the heater/ac controls out, going in from the back. Not nearly as scary as it sounds, but a pain in the ass nonetheless. Maybe someone else had more luck going in from the front. I never noticed how the lighting was handled in there, either, but that sure is a weird loss.
Attaching a pdf of the instruments illumination wiring diagram for the '02 XL-7.