I have a '82 300D rather than an '86 300E, so there is probably a difference, but I'll give you my info in case it might help.

On my '82 there is a gray/yellow/green wire that goes from the NSE terminal on the fog light portion of the light switch to fuse #11. (There is also a yellow wire connected to fuse #11. It goes to the low beam side of the right headlamp.) This gray/yellow/green wire is the power for the foglights.

On your car, someone may have hooked the gray/yellow/green wire to fuse #7 or to fuse #9. This would cause the fog lights to work on high beam only. Another clue would be if one of the high beam fuses has been changed to 16 amp, rather than 8 amp as standard.

What you need to do is check your manual to see which fuses are for low beam and connect the fog lamp wire (gray/yellow/green) to the correct end of one of them. You will also need to make sure that the fuse you connect the fog lights to has a 16 amp fuse. If you are unsure of which end of the fuse to connect to, pull the fuse, turn on the headlights and check for voltage at each end. The correct end is the one without power.

Hope this helps.

Wes