This comes up from time to time, you get the lamp error or lamp malfunction warning, but can't find the bulb. Aside from the suspect issues re: foglight connectors and taillight sockets, here's a test to help isolate the circuit to check.
For each circuit let the "test cycle" last 5 seconds or so before proceeding.
Get in and close the door, start the car.
Step on the brake (stoplights - BOTH bulbs, including CHMBL). If no error, continue.
Foot still on the brake, engage reverse (back-up lights). If no error, put it in park and release the brake pedal, continue.
Turn on the left turn signal (F&R drivers' side turn signal bulbs). If no error, turn off the LT signal and continue.
Turn on the right turn signal (F&R passenger side turn signal bulbs). If no error, turn off the RT signal and continue.
Turn the headlight switch one click to the right (running lights: city lights, marker lights, taillights). If no error, continue.
Turn the headlight switch one more click to the right (headlights). If no error, continue.
Pull the headlight switch out one notch (front fog lights). If no error, continue.
Pull the headlight switch out one more notch (rear fog light). If no error, why are you doing this test?
If your error is intermittent and hard to replicate, my best guess is to look at the taillight sockets issue. Pull each one and inspect/clean/replace as necessary. If the bulbs have a shadow/cast to them replace them as a preventative measure.
Take care and enjoy the ride,