My car doesn't have fogs in the headlights and there's no wiring behind the fog switch blank, so I guess there's no loom for it.
I made a loom for my Mk3 Golf. The positive pins on the back of the fogs splice together then pushed into a multiplug above the radiator as the loom from plug to dashboard was already there. The negative pins spliced together then went to the negative terminal on the battery using a spade terminal. Then I just bought a new headlight switch with front fog function and it worked.
I suppose it's not so easy on the A4 as there's probably no wiring for it at all on mine.
So... positive pins go where? I'm not too fussed about them not switching on/off with the headlights. I've got a switch and the fogs are on order.