Hi John,
I've checked both my wiring diagrams, Haynes, and a much later version
for IE/VX but it seems I've a gap where
your car fits. No wire colours match yours in my diagrams.
However, my rear fogs are fed by a blue wire at the back, along with a black for earth.
So that may be a clue.
That blue wire appears on the right side by the rear lamp cluster. Check for that,
and perhaps rig up a test light. The rear fogs should be factory wired to only work
on dipped beam, as is mine.
I think it's normal for an unused fog switch to illuminate the dash bulb even with no lamps installed.
I hope this doesn't confuse even further!
Regards, Nigel