Do you still have lights on in the backbox? If so, the transformer is good. It sounds like just a bad connection somewhere. I'd start by cleaning and reseating the Jones Plugs. Especially those two long ones that go from the playfield to the back of the bottom board. Give those plugs a careful visual exam to look for loose wires.

Also, make sure the fuse is good electrically, not just visually, and check the fuse holder as well.

If the Hold relay (R) doesn't energize (even momentarily) when you start a new game, Inspect and diagnose this circuit with Alligator clip jumper wires,
especially the switch on the Start relay (S)
http://www.planetimming.com/Pinball/troubleshooting/EM%20Troubleshooting.pdf
http://www.pinrepair.com/em/index3.htm#features
Example of a pinsider actually doing this https://pinside.com/pinball/forum/topic/red-baron-tech-question#post-5858156

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The lights are all fed from the same source on the transformer.

Yes, the transformer is OK.

When you say "hold relay," which relay do you mean? This game has both a hold relay (R), and a tilt hold relay (H).

It is the switch on the tilt hold relay (H) that will kill the PF lights when that relay is dropped out. So, be sure to check the switch on the H relay to confirm that it is making good contact when the relay is energized. Also, check the wiring at the solder joints for that switch.

Note that if you push the H relay in by hand, and the PF lights come on, then you don't have a problem with your PF lighting circuit.

The H relay should pull in and stay on all the time when you start a new game. It only drops out when the game is tilted. If the H relay will not energize when you start a new game, there is an issue with the tilt-hold circuit. This includes the possibility that the H relay coil itself has burned out.

- TimMe

Check this switch on the Tilt Hold relay (H), and its connectivity to the 10 amp fuse.

For a switch to work 3 things are necessary:
1) When open, there should be a small space between the contact points (duh)
2) When closing, the long blade's contact point should push the short blade's contact point enough to move the short blade
3) The contact points should be clean, which they usually will be if #2 is happening

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