If the dash light does not come on, it means that there is no power leaving the output of the relay that feeds the lights.
Looking at the schematic, there are two things in the circuit, the 7.5 amp foglight fuse and the foglight relay.
Since you have checked the fuse, the other possible culprit might be the relay.
I have not looked at the various relays under the hood, but perhaps there is another, similar relay that controls another function that you could temporarily swap with the foglight relay and see if the problem 'follows' the relay.
In other words, let's say the 'radio' relay is the same(I have not checked, so I don't know, this is for argument's sake, I don't know if there even is a 'radio' relay, but I hope you get the idea, I really should check for an appropriate relay to make it easier for you). If you swap the radio and foglight relays, and now the foglights work, but not the radio then you know that the relay is bad.
There is another fuse in the circuit, it's the 10 amp 'tail' fuse, but if that was bad, you would have no parking/tail lights.