I've just replaced my DRL fog lamp bulb with an LED one, having bought this from Amazon:
https://www.amazon.co.uk/gp/product/B074ZN4BP5/ref=ppx_yo_dt_b_asin_title_o00_s00?ie=UTF8&psc=1
It was a direct swap - no drilling or anything! I also do not have any error messages (well, not that I can see!).
Jaytee - you're right, there are 2 connections (a black coloured connector and a grey coloured connector) and I can't tell you what the black coloured connector is for, but for the DRL, you unclip and twist the grey coloured connector to remove the bulb which comes up, through the lens, at an angle.
I then just swapped the bulbs for the ones I bought and replaced everything and they look amazing!
cheers
Bloggsy