The lights are not on at all only light on is the that’s ambient is the Jaguar on the dash. I’m thinking it’s probably something electrical my menu doesn’t have an ambient light setting that I’m aware of

 

Yep, sound more and more like a problem with electrical power simply not reaching those lights. If you're getting the single "ambient" light above the dashboard to come on, then it's definitely not a problem with your switch on the steering yoke arm.

An XE owner's manual goes into some detail about circuit fuses, letting you know a rough idea of which fuses where, control which areas of the car electrically. You may choose to check your XF manual and experiment with pulling fuses and looking for a blown one.

Otherwise,... the mechanic will have to probe for the problem.
Did you XF have a previous owner before you? Sometimes owners who do their own maintenance overconfidently swap out a small bulb or fuse, not realizing how oddball-sensitive the electrical system of the Jaguar is. It makes weird decisions to rob various areas of electrical power, just because an owner fitted a non-compatible tail lamp somewhere. (Ridiculous sounding, but reportedly true story).

 

So an update I forgot to post awhile back but if anyone is having this problem check the alternator before checking the battery turns out I had a bad alternator and I guess with these newer vehicles it helps with a majority of the electronics and as it fails the cars electrical it doesn’t really need will slowly shut off soon after I lost my ambient/mood lighting my steering wheel would only extend sometimes would never move up or down, finally broke down and took it in they checked the battery and fuses (which were good) and then replaced the alternator and now the vehicle is back to normal as if I just purchased it! I know it could be different in other cases but it’s definitely worth looking into! Hope it helps someone else down the road.