First, I would unplug your fog lights, and find out how, if any condition you have voltage at the lights, if neither work, you need to work up the system, and find the common elements, such as the switch and relay, with that in mind, here is where you could start, i would start by checking that you have
continuity at (make sure your power is disconnected, and the car is turned off before checking continuity)
pin 8 from the fog light switch - to a known ground on the car (bare metal)
pin 1 on relay side connector through pin 6 of the fog light switch.
pin 2 of the relay, to pin 5 on the fog light switch.
pins 3 and 4 of the relay connector.
check for voltage coming in on pin 3 on the relay, if you have power here, then either the relay is bad, you have a broken wire, or bad ground alternatively, both your fog lights are bad...lol.
if these wires have been spliced up before, i would get some electrical contact cleaner, and pull them apart, clean them really thoroughly, then re-do your connections, either with solder, or whatever your preferred method is.