I'll chip in with some observations:
'Error free' LEDs defeat the primary object (imho) of lower power consumption and longer lifespan. There is nothing smart about them, they just add a load resistor to draw the same power as a halogen bulb. Car doesn't sense anything different so no bulb warning triggered. But the tiny little package (oo-er) now has to dissipate extra heat leading to failure before an equivalent bulb.
The 'proper' way to do it is to buy decent brand (e.g. Osram/Philips) LEDs and code out the blub checks. I've got LEDs that are coming up on 10 years old that are still going strong.
IIRC fogs should only come on with at least sidelights. I would imagine (but can't see in the wiring diagrams) that this is controlled by switch position, as it shouldn't matter if the sidelight bulbs are out.
I don't have front fogs fitted but the car still sends the signal to turn them on.
So LEDs in any position shouldn't matter and it seems like coincidence. I can dig out the pinouts if you want to try a multimeter on the LCZ.