Yes, as stated above, those spaces are for the rear fog lights.
Mercedes-Benz only fits one rear fog-light. For a L.H.D. vehicle it would be on the left rear light assembly unit.
I think for U.S. W126s, no rear fog-light was installed.
If installed, the rear fog light uses a 21W bulb and works by pulling out two notches the light swith on the dash.
I have seen some people that wires the rear fog light to work together with the brake lights. If you wire the rear 21W fog light so it works constantly, you may create an unwanted glare to the driver behind you.