ok had a look at the wiring diagram for the bora ( vag cars are going to be very similar to save on money mainly it will just be cosmetic between manufactures)
does your central locking leccy windows and mirrors still work ?
from the wiring diagram its supplied off fuse 14, a micro 10 amp. there are no direct relays for the interior lights however the 2 lives ( 1 for lights on all times and the other connected to the door switch ) come off the central locking control unit. which does have 2 additional fuses, numbers 111 and 114 both 15amp, which are on the relay plate. if fuse 14 is fine ( i know youve said youve checked ) then chances are it could be one of these fuses that may be the problem. you will need to remove the lower dash under the steering column to access the relay plate which will be around the main fuse box its underneath the actual fuse box in the bora. 3 t20 torx screws removes the dash pull out and youll see the relays sitting fuses should be close by. if it is the same your looking for
1 red / black and 1 red connected to 114
1 red / yellow and 1 red connected to 111
hope this all makes sense had to rewite some of it. as i got lost reading it back