Solved.
Dipped lights needs to be on before the switch will work.
This morning, although my lights were on automatic, there was no side light or dipped light indicator in the panel. Somehow, the fog was fooling the light sensitivity of the car. No dipped light , no fog light.
You can test it. Use the switch on the stalk to switch out of automatic to off. No fog light. Switch it to side lights only, no fog light. Switch it to dipped lights and hurrah, fog lights.
Moral of the story is in fog switch to manual lights.