Indicators don't work when cold...

[Niall]

Right, take the grey relay out and take it in doors with you then when you next go out on a cold morning to drive it, take the relay with you and plug it back in then try. If it works, you know its a bad relay

That's an unbelievable shout! I could even just pull it out and breath on it

Nah. Wont heat it up internally. You want it to be warm through. It could just be sticking