Does the digi speedo go out when the HUD dims? The HUD and digi speedo are very interrelated electronically, i.e. if digi speedo goes out, usually HUD will as well.

Not sure about the fuse, but if you:

take cluster out
remove digi speedo circuit board from cluster
seperate both digi speedo boards
blow off circuit board w/ compressed air
spray and clean w/ electronic contact cleaner, i.e. brush
let dry
reassemble and put back onto cluster
reinstall cluster

it has been known to solve many problems w/ the speedo and HUD unit. Might do the same thing w/ the HUD. The circuit boards come apart very easy and are quiet simple to dismantle, put back together.