What Tim said... I don't see anything connected to the "0" side of the 6V leads. According to the diagram, the 6V and 29V windings don't share a common ground, though they're supposed to connect to a common ground. Check for 6V between the terminal marked "6" (wire # 11) and the screw immediately to the left of it. If that's good, make sure there's a connection between that terminal and the 29V zero (between the "6" and the "29" screws on the transformer). That connection may be a jumper between the two screws at the transformer or it may be a wire from each down to a common connection on the terminal block. Finally, check the fuses.
Also, it looks like your Z2 wire coming into the box is taped over (with black tape) and not connected to anything? That's a motor wire though, shouldn't affect the 6V circuit for the lights.
Sure nice to have the diagram! I didn't have one when trying to diagnose the stuck relay on my Jet mill, I had to trace it all out myself.