Is it in Rendered View? Yes. It will show. No. Switch to Render View.
Is Lights checked on that layer in Object Data Properties? Yes. It will show. No. Check Lights.
Is Grease Pencil "Use Lights" checked on the Grease Pencil Object Properties? Yes. It will show. No. Check "Use Lights".
I learned there are 3 ways to not have lights on a grease pencil. I think light linking is turned off in 5.1 for Grease Pencil. I don't see the option available.
I made a quick process for it. This is how I troubleshoot Blender. Most of the time.
