Checking connections isn't enough, at this point you need to access the PCM and check for B+, switched B+ and ground at the PCM.
To do that you will need to be able to connect directly to the harness side terminals-DO NOT PIERCE THE WIRES! Having the proper test leads will also let you check the harness terminals, they can go bad. Then check the wires under a load, most test lights don't provide much of a load. If a circuit fails the test- ie light does not come on, then it's bad, if the light comes on, it MAY be good- there may only be 1 or 2 strands of wire making a connection and not enough to power up the ECM.
I have a headlight that I use to load the circuits and it still let me down on a bus I was working on. In that case the fuse block terminal was going bad and under a prolonged load the terminal would go open circuit. I doubt you have this issue, but there you go.
If you have good power/switched power and ground @ the ECM, well it's time for a new ECM. HTH, Steve