On the C-class, the fogs are integrated into the same housing as the headlights. Don't know if you realize this or not, but you should indeed have foglights, they are the lamps closest to the grill. At least my parents' '97 and '00 C230s both have fogs.

Try replacing the bulb on the problem side with a new one. It may be a faulty connection. If that doesn't work, then maybe you do have a problem with the CAN bus.