I would check the illumination wire on the radio plug/harness to make sure it's getting power when the lights are turned on. The voltage amount might vary depending on the dash dimmer setting. If the wire has voltage, then something is probably wrong with the radio unless the dimming function to the radio is canbus controlled, which I doubt.
There's no HK specific radio so you can look for almost any 1st gen boost radio. The HK settings on the radio are "unlocked" by the amp. When looking for a radio, keep in mind 2002 radios were not aux capable. Also, sometime around 2005 MP3 CD playback was added if that matters to you. The radio should have a sticker with the production date you can check before purchase.
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