The VY S pac did not come with the fog lights as standard equipment so many units have been fitted by owners after purchase and often not with the expensive original equipment factory lamp units.
As aaron said, check the wiring to, and wiring connection under, the bumper. As I recall it, I think the series 1 - S pac cars came ex factory with the fog light wiring in place ready for connection to the lamp units (but not the series 2 cars).
2. Replace the dedicated Fog lamp Relay which is located in the Fuse/Relay Box on the drivers side under the bonnet. The relay could be faulty.
3. The fog lamp switch could be faulty.
4. If after market lamp units have been used they may have both died and the previous owner has not bothered to fix.