just had a look on mine. As bigherb says - no relay unless you've got front fogs, in which case the grey/yellow is fed from connector B20 (or possibly B18) from the relay number 7 (powered by the X bus) which will switch on with sidelights.
With no relay the lights feed comes from a spade connector on the right of the fuse box, then a grey/white wire goes back there and powers the rear fog light. The earth wire is just an earth for the indicator light in the switch.
You don't have the same fusebox as me I'm afraid as I have a later van, but the principle's the same - I took some shoddy pictures when I rewrired mine for a relay and put in front fogs here:
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I think in the early vans the fuse for the rear fog light is fuse two - it's on the later ones that it's above the main line of fuses.
So check you've got power from the grey/yellow, and then trace the grey/white wire back and see where that loses power if you do.
Ewen