There is no separate relay that cuts the fogs off. There is a relay that powers the fogs, and there is the high/low relay for the headlights. It's how they are wired together that provides the cutoff function.
Basic electrics: A relay is (more or less) an electrically-operated switch. The switch is spring-loaded so that by default, the #30 pin (usually the input for power) is connected to the #87a pin (most often not connected to anything). When power is connected to the #85 pin and the #86 pin is grounded, or vise versa, the magnet inside the relay pulls the switch so that #30 is connected to #87 (usually the output to power the light or whatever).
If #85 and #86 both have +12V, or both have ground, or either one is not connected, the spring in the relay keeps #30 connected to #87a.
Here are some pics of the guts of a relay:
OK, so if you look for the stuff around relay J5, the foglight relay, tracks ~21-23 on this diagram:
http://www.pelicanparts.com/914/parts/Elec...lectric_74B.jpgOK, here is where it gets tricky. Pin 85 of the foglight relay is connected to the high beam circuit. (You can tell it's high beams because of the wire color, and because of the high beam indicator light K1 being connected to them.) Pin 86 of the relay is connected to the fog light switch, E7, and gets +12V when the switch is pulled. In order for the relay to close, and connect 30 to 87 and send power to the foglights, pin 85 has to be grounded.
It gets grounded through the high beam circuit of the left headlight, going through fuse #1 in the process. But, if power is going to the high beams, that part of the circuit will have +12V instead of being grounded. So both 85 and 86 will see +12V, no current will flow, so the relay will not switch on.
That's how the high-beam cutout is implemented.
So, how can changing the headlight effect that? The LEDs will have a different amount of resistance, for one thing. They also will not allow current to flow "backward" through them (they are diodes after all!) but I'm not sure that will have any effect here. I'm not sure what else off the top of my head.
OK, on to the high beams versus the low beams. You'll see that the high/low relay (J in the diagram) is kind of like a standard relay that loops back on itself. But the important part is that the input (pin 56) can only be connected to one output, either F or 56a. So if you are getting power to both the high and low beam circuits, power is getting to them in some other way.
The most probable cause, if this happened after changing the headlights, is that you have crossed up the wires on one or both lights. So double- and triple-check those connections, because it is very likely that you have one or more things swapped around.
--DD