Is there a single fuse for both the radio and the cigarette lighter? (This is for a 1994 Volvo 940). Thanks

Yes there is and you should see the diagram on the cover of the fuse box cover. The fuse box is behind the ash tray and you need to put the car in gear to open it up, ditto to reinstall. Be patient reinstalling it can be a bit tricky. If the fuse has blown it may be the cigarette lighter needs to be replaced, the receptacle, not the lighter itself.

No, The lighter pulls alot of amps and the radio very very little.