Eds
Others are much more knowledgable than I on these later cars but just a couple of starting points for you:
In 1995 to 2005-ish era there was a relay that controlled the rear fog light , this was known as the infamous "spider" (not sure why , it didn't have 8 wires into it)
IF this is fitted to your car , then I would have a look at it as they do fail in service, I have had to replace one (also at MoT time)
I think the later Duratec +4s (and therefore probably the 4/4s) have a lighting control module (LCM) in the wiring behind the dash. This is quite a complex piece of kit, and it would probably be necessary to replace it with a known one and see if it works.
Andy