Not sure what you mean by aux lamps, but assume you're talking about what most people call fog lights. Mine have two wires to each lamp, positive & negative. These are aftermarket, but fitted into bullbar by Landrover specialist in Perth, and they use the LR relay and a second fog light switch on the side of the dash binnacle (the original fog light switch on the top left controls the rear fog lights).
From memory, when they fitted mine, as well as installing the relay, they had to program the computer to tell it that the lights had been fitted - maybe this hasn't been done on yours.
I'd pull the wire off the back of one of the globes and then connect it to either a test light or multi-meter, then operate the switch and see if you have any current. If it's wired up to original LR specs, it will only work with either the parkers on or the headlights on low beam. Will not work when other lights are turned off or when hi beam is on. If you have current to the wire but lights still not working, then run an earth wire from each light back to a suitable point on the body.