As I understand it Fog lamp assemblies are hard to find. That said there is no reason you cannot install themif you find some. I would recommend Ebay for the lights and the dash panel switches.

There is an issue with the monitoring system. I'm not sure how it will take having non factory lights added. Evenif they are stock standard issue items.

Nothing, in terms of mods, seems to com easy on these cars. Good luck with it.