WARNING: This page is about a different car, the 2003 Oldsmobile Bravada, 2003 GMC Envoy XL, 2003 GMC Envoy, and 2003 Chevrolet TrailBlazer. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Fog Lamps Inoperative - Diagnostic Chart (1 Of 2)
Courtesy of GENERAL MOTORS CORP.
Fig 2: Fog Lamps Inoperative - Diagnostic Chart (2 Of 2)