Ok, power at the solenoid when the switch is pressed for either in or out, When your voltmeter is connected to the yellow and blue, you get either +12V or -12V when you press the switch in or out. Is that happening? And you tested the winch by bypassing with booster cables, so it's not the winch. Maybe a bad/loose connector on the 2 wires from the solenoid to the winch, that's the only thing left in my book. One more thing to watch are "ghost" voltages, it may show you 12V but as soon as you put a load on it, there's no current behind it, and nothing will work.
Extra brainfart, just for the sake of doing it, use the booster cables between the winch and the solenoid to see if it works.