Update.... no real luck so far tracking down this issue, BUT... i have discovered that when I disconnect the 10ga black wire of the fog light harness from the positive side of the solenoid, the lights DO go out. Should this wire go to the junction block instead ??
Are you working with all original harnesses?
I ask as 10+ years ago, working on a replacement of my center console gauge, I ran across a similar issue. Went through everything, sat down in the passenger seat and fixated on the wiring harness and plug for a moment, not really realizing at first that my subconscious was fixated on two wire colors switched in the rubber plug assembly leading from console to the dash harness. Finally saw it for my conscious self, that the two wires going from harness to harness were not lined up color wise. A simple switch (hidden splice), and all of a sudden, everything worked as it should.
Just food for thought and to give you another place to double check, even if the harnesses are original, somewhere along it's history, a wire or two might have been switched by mistake.
Hope you find this helpful.
Bill