I have always hooked up my fog lights with the coil of the relay powered from the parking lights, and the power for the lights direct from the battery.
This configuration allows me to have the headlights off but the fog lights on, helpful in really thick fog.
The only catch is that it is NOT legal in many states to have more than 4 lights on at a time, some cars leave the low beams on when you put the high beams on so legally the fogs have to turn off. My theory that has worked for the last 25 years is that if I have the hi beams on then I am wanting all the light I can get, so I like the fogs on also. If there is oncoming traffic I dim my lights so it is likely that no LEO has or will ever notice that I have to many lights on. Those that I have talked to said they really do not care how much light you have as long as it is aimed correctly and used appropriately so as not to blind other drivers.
2015 Trax LS AWD