You give up too easily. The secret of fault finding is to break a complex system into sections. With power off, temporarily connect the brown, black and grey wires together at the switch end with choc-block. When you put the power back on, both lamps should light. If they do, you have a switch problem. If not, you've made a mistake in the ceiling rose.
the switch looks wrong to me.. as I've already said..
the ~ with an arrow through it is the dimmed output..
L2 is for 2 way.
depending on what make and model the dimmer switch is it may be a simple turn and push jobbie, in which case it shouldn't really matter, or it could be a touch / IR remote dimmer, in which case the way you connect it is cruicial..
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