I'd check all your fuses, make sure none are blown.
By interior lights, do you mean dash lights or something else? Is this a car with daytime running lights? Not sure how DRL cars work, but the older e30's, when in the first position, only the park lights and the tails, markers and dash lights should be on (no headlights, as you would use this position when "parked") Pulled out all the way, everything should be on.
Dash lights can be hard to see in the day, best to do your light testing just at dusk when it gets darker. Also try spinning the knob counterclockwise to adjust the dimming on the dash lights.