1995 - 1999 has different headlight design.....
US/Canadian Spec 1992 - 1994 W140s do have yellow foglights.... Actually, it's yellow filters that make fogs look/shine yellow....
Here are the differences...
1992 - 1994
1995 - 1999
As you can see, early ones have fog in the inside of headlight housing near grill, while low/high beam are H4(twin filement bulbs)
Later ones, Low and High are seperate bulbs(H7 I believe), and Fog(H1 or H3?) is just right under neath low-beam