Craig,
In view of the fact that the “ foglight indicator DOES light up,” the relay must be operating/closing and supplying a negative circuit to the switch assembly. (The indicator light receives a positive supply via the dimmer unit, so that full voltage may not necessarily be present at the light.)
This would indicate that the fault involves the negative circuitry from the relay to the fog lamps, or the positive supply via fuse No 4, and not the relay or the switches/circuit controlling same. All provided that the indicator light is connected correctly. You mentioned in your first post having delved in there.
You have indicated in post #4,
“Hmm. Well I inserted the (+) lead to where I disconnected the H3 bulb (positive lead from car to fog-light). I couldn't get a good negative in the socket, so I grounded it on the negative terminal of the battery”
Which I understood indicated you had no positive supply at the fog lamps.
There should be a positive supply to the lamps when ignition and all else required is switched on. Preferably use a test lamp which draws current when checking.
When the fog light switch is closed there should be a negative supply i.e. a continuity to ground. N.B. there is no permanent ground as the lamps are relay switched in the negative leg, as kwren has pointed out. This ties in with what you reported regarding your first test attempt. Again best to use a test lamp to battery. If not continuity and the lowest ohms scale and expect two or three ohms resistance in the wiring and switches. Hence the preference for a test lamp drawing current.
You must establish these two tests as being accurate. Surely from then on the path to trace the faulty circuit will be obvious.
I trust that you will now be fully aware as to my exact interest in your method of testing and the issue of impedance in respect of your original test and post.