Overlooking something, or becoming focused on one area is rather common. That'* why there are people like proof readers, and others who check someone else work. A third party doesn't make the same assumptions. So, it'* not stupidity...it'* human nature....grasshopper.
The fog light switch isn't designed to handle the current for the lamps, it just provides for the switching for the relay which handles the higher current.
I double checked on my car, and I do not have that relay either. Must be for another application or vehicle. I don't see anything in the schematics for that solenoid. Just off the top of my head, I'd say you probably have an actuator problem. The only reason for that is because it'* a rather common failure. More trouble-shooting would be needed to confirm that.
Black 2000 SSEi, Silverstar Headlights, Angel Eyes fogs, 3rd brake light overlay, hi-flo cat, drilled 180 degree thermostat, Intense FWI, PCM, shift kit, and 3.4 Pulley. Solid front mount.