[Ratmick]

I have a later model but can't recall what the lights look like (it's my missus' car).

I'd be guessing but I reckon they're the rear-facing fog lights that you'd have if you had fog lights fitted. I don't think the LX came with these standard so they'd be blank in your car.

My Focus has one in the rear quarter that lights up when the fog lights are on...but it's red.

Late edit- I see you've got a fog light so it's got me stuffed. Looking at the workshop manual leaves me none the wiser.