Sorry I can't help with the fuse location, but it is fairly unlikely that each side is fused independently. On the assumption that the right rear fog light is working OK, your fault is probably not a blown fuse.
Bear in mind that some manufacturers don't bother with a working N/S rear fog light on some models as it is not a legal requirement in the UK. Sometimes the wiring is present with no bulb holder, sometimes the bulbholder is in the cluster but not wired!
If you want to investigate further, make or buy a simple test lamp, earth one side of it and then test for voltage from the bulb holder back through the wiring loom.
HTH
Chris