First see if you have power to the foglights with a test light. If you have power but no lights, then it's the bulbs, or the ground. Remember you have to have power AND ground. My wiring diagram for a 95 850 doesn't show front fog lights, only the one rear fog light, so I'm not certain where the ground is. I suspect that it is at the main relay ground connector. That is where just about everything grounds. There is no relay, other than the bulb integrity relay, that would play a part in the system, and it, in theory, wouldn't cause a power problem for the fog lights. So it would be basically, the switch, the bulbs, or the wiring. Hope this helps,

Chris