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I ran across this video and I am intrigued in what is involved for installing the fog lights.
I'm pretty sure any local off-road shop can help you figure that out. Shops like that rig up lights in random places on trucks/SUVs all day, every day.
For specifics on this car in particular, you'll have to ask the guy in the video. Not sure if he's on this forum. I wouldn't be surprised if he was.
The owner’s quite active on social and might share a lead. But heck, the Cayenne crowd have probably vetted vendors, solved MOST issues, and forgotten more about ‘putting lights where Porsche forgot to’ than we need to know..
When in college, I had some fog lights rigged up into the bumper of my VW Scirroco (to date myself) done by a local off-road shop. Work like that is easy-peasy for them as they do it all day, every day as supplemental lighting is like the most common mod on that scene.
From what I've learned in cleaning radiators, everything up there is soft until you hit the bumper beam. My WAG is that they're attached to that, with holes drilled through the styrofoam and outer shell. Running the wires should be simple. Simpler still to tap into the factory foglight circuit; if you use LEDs everywhere the load should be low enough to allow that. Or just pull the factory bulbs and use the other fogs by themselves.
In other words, easy peasy, as long as you don't mind making holes in your bumper cover.