Anyone else having a problem where you unlock or lock the car or open doors and the dome lights don't turn on?

Works perfect when switch is turned to on but doesn't work when switched to door

Check the door sensor, it's a little rubber plunger by the production date code on your B pillar.

What else could it be if it's not that

A problem with the switch or the wiring possibly.

No fuses or relays for it?

If it was a fuse it wouldn't light at all, not sure about a relay.

Where can I get a fuse diagram for an 03 g35 so I can see if I have all the fuses and right amp I don't have the fuse cover to show me for interior and behind battery

It's in the engine bay, behind the battery. Remove the passenger windshield lower plastic cowl to access it.