Quick update to my own question..it's not solved, but I've eliminated some possibilities tonight.
1. I found the rear fogs fuse (on the drivers side) - it was fine.
2. I found the rear fogs relay (on the passenger side)
3. I removed that relay, and checked it, it was fine.
So that means I've confirmed ok everything between and including the stalk switch, the fuse, and the relay. So I'm now wondering if the problem is to do with the wiring between the relay and the rear fogs, or the leds in the rear fogs themselves.
My next step is to get access to the connections into the rear fogs (i.e. behind the bumper) and stick a multimeter on it to see what's going on and the back end.
This certainly is one way to learn about an S20 Alphard. I'm finding toyodiy.com and toyota.epc-data.com really useful in terms of getting diagrams and part numbers so I can figure out where stuff is.
Phil