I was gonna send this in a PM, but then decided to keep everything public, because you never know, someone else might be looking for this kinda information so now they'll have answers.
These are the foglights that came with the 2004 3s sedan.
If I remember correctly, the parts jutting out from the side just act as a pivot, you slide in one end and then the other, and then the screw on the bottom goes into the black plastic housing that surrounds it in the bumper. I guess that's how you can somewhat aim them, by loosening the screw and rotating, then tightening it again.
I also have these, the plastic part that sits kinda inside the bumper and wraps around the foglight.
Ignore the pictures on the right, this is outta Jake's thread for the UED projector fogs. It's the best example I could quickly find of how everything fits together.
I'm not using any of the pieces in the first two pictures, and would have no problems selling them, but I am using the black plastic surrounding that the fog lights attach to. If you need that piece, then you're outta luck.
We can continue this in PM now, if you like.