Have you tried using one of these?
Since you've swapped lamps, lamp temperature sensor, and even the power supply, there is only 2 main components left to swap.
First off, make sure that you are not running power to your lights from a dimmer. Parked at Full, 1 @ 100%, and sometimes even "relay" mode(depending on manufacturer) is an unsuitable power source for most solid state electronics. You haven't given me any reason to assume that this is what's going on, but it is a fairly common problem.
There is a possibility that you could have a recorded a Lamp Off command, or linked a Macro with that command in your show. This one has happened to me.
Everything else is pretty much going to rely on swapping parts from the bad fixture and putting them into the good fixture. The first thing I would swap out is the ballast. Once the ignitor has struck the lamp, the ballast is responsible for maintaining the necessary specs to keep the lamp running.
The last thing to swap out, if necessary, is the main board. With the responsibility of keeping track of voltages, temperatures, signal routing, and error codes, this could be responsible for the lack of diag data, and the lamp issue. Perhaps a reload of the firmware would fix this, rather than a full replacement.