Do you have Xenons? Could be the self levelling.
Hatchback Golf only ever had one fog tail light. Estates have two

So get yourself an estate :p
What do you mean when the car is switched to headlights? Auto mode or dipped beam?
In Auto it will only be green if lights are on (unless coding is changed so that tail lights run with DLRs already).
Front fog has its separate bulb in the switch. that should come on if you have front fogs running...
never have headlight switch in anything but auto (coded headlights to be always on anyway).