Thanks for the info everyone. Did other Proteges, beside the P5, come with fog lights? P5s are pretty much non-existent in junkyards around here. There are a few Protege sedans, however.
If all else fails, I can replace the bulb. In any case, it's a "wait for warmer weather" job!
If it's not a wire and you'd like a new switch, I have one and will sale for $20 shipped. Bought it used a year or so ago and never used it. Was going to use it to control the rear fog but never got around to installing it.