Might be something as simple as a fuse. Check your fuses, check your bulbs, and if that fails; get a continuity tester and start checking for live wires. Sometimes (rarely) the indicator in the dash fails and it causes the signal not to be sent. Another option is the wand itself, sometimes (also rare) the want is not making full contact due to a cracked or worn actuator in the wand itself. That happened in my wife's car, fortunately a junk yard wand only set me back $15 and 30 minutes.
Lemme know how it goes.