The fogs need to come on with low beam.
The spots need to only come on with high beam.
I no longer own a GS and don`t have a manual but look in yours (one assumes you have a manual

) and look for the colour of the wire from the low beam switch postion to the headlamp bulb and likewise for the highbeam.
Blue wire and white wire spring to mind but that`s from cider and wine addled memory so check it.
There should be a block connector under the tank where the wires go to to and from the handlebars so you could tap in there,and fit the relays there.
I fitted aux lights to a friend`s 1100GS and used compact relays fitted in the headlamp shell and tapped off the headlamp block connector.
Yes,you should use two relays...one for the fogs and one for the spots.
So then,your two relay coils are switched by the wires tapped off the original high beam and the low beam feeds on your bike.
The aux lamp supply is switched by the relays and the feed to the relays can indeed (and should) come straight off the battery but should be via individual fuses.
You can get inline waterproof blade fuse holders from Maplins.
There should be individual and illuminated switches to enable/disable the aux lights,too....
I`m sure that there`s a leagl requirement for that but again,check it.