I'm thinking that there might be a problem with the pin connections in the gauge cluster (as usual).

Try this: Watch the display _real_ carefully when you start the engine: it will be doing its proveout routine where every segment in the display should light up simultaneously for about 2 seconds. I'm thinking that one or more segments aren't going to light up; the dark one(*) are those that should be illuminating along with your "Lamp Monitor" heading.

In my experience, along with several others here, the high-mount stoplamp in your back window has been a source of problems: it tends to get gooped up with window sealant. It has its own little indicator on your Lamp Monitor for bulb-out warnings: a small dot at the bottom of the rear window in the car outline diagram. See if that one'* working.