Hi! I'm also starting the process of adding the fog lights on my pretty N15 phase II from 1999. I think we have the same model.
Since I did not found the fog lights that fitted my original bumper, I bought a GTI bumper, with the fog lights already included. I had also to buy a new light switch, 'cause the original one did not have the icon of the front fog lights (it just had the icon of the rear fog).
I have already install the light switch and its respective relay (which must be placed under/behind the fuse box next to the driver seat, near the fuel pump relay), but a shortcomming appeared.
There are three positions on the roulette related to fog light: OFF, Rear Fog light (icon with 1 fog light), Front fog lights (icon with 2 fog lights). At the time I switch to "Rear Fog light", a "click" from the relay can be heared, but rear fog light does not turn on (notice I don't have the front fog lights yet). However, when switching on position "Front fog lights", the rear fog light switches on. The latter makes me think that, when the new bumper is installed, I would not be able to switch on ONLY the rear fog light.
Does anybody know something about this? Could it be some wiring problem?
Thank you