HL= headlights
HB = High Beam
FS = Fog Switch
FL = Fog light
First, I tested for voltage @ the plug for the switch. Note - for everything it is w/ Key in ON position. The results were identical for both FL relays:
HL OFF
0.00v
HL ON
0.22v +/- .01
Then, I ran the relay test.

Situation 1: w/ new HELLA relay (as in picture) PN: 61.311.374.631 (This is when I cannot get FL on at all)
Notes:
+ = clearly showed voltage (10-12.5v)
- = -.04-.04v
# = I displayed the number output on multimeter when voltage was > .05v
HL relay:
.....HL-OFF...HL-ON....HB - ON
30... + .......... + ........... -
85... + .......... - ........... -
86... + .......... + .......... +
87... - .......... + .......... .08
FL relay:
.....HL-OFF...HL-ON...HB - ON....FS - ON
30... + .......... + ........... + ......... +
85... - .......... + ......... 0.08 ....... +
86... - ......... 0.11 ......... - ........ 0.11
87... - .......... - ............ - .......... -
Situation 2: W/ generic (lime-green 5 prong w/ middle prong broken off PN: 61.368.375.700 - TYCO w/ BMW stamp) or orange headlight relay (when fogs would turn on w/ headlights even w/o switch attached)
HL relay:
.....HL-OFF...HL-ON...HB - ON
30... + .......... + ........ -
85... + .......... - ........ -
86... + .......... + ....... +
87... - .......... + ..... 0.08
FL relay:
.....HL-OFF...HL-ON...HB - ON
30... + .......... + ........ +
85... - .......... + ....... 0.07
86... - ......... 0.08 ..... -
87... - .......... + ....... -
And now to add to the confusion... just to check again, I pulled the switch while HL on & FL on and FL went out this time. So, I turned everything off again, put the switch back, and the fogs would not turn on again at all. Very strange. Checked fuses - OK. Maybe I burned the bulb. Just added as a side note.
If nothing can be figured out from this, then I may as well just give up and live w/ my fogs being on all the time and perhaps start wiring so they stay on w/ HB. Thanks again for all your time!