I don't know what may be causing the problem, but if bulbs/fuses all check out ok it may be time to check that the steering column switch is working ok.
Depending on how good you are at electrical stuff I think you may be able to remove the panel under the column to get at the connector (see pic) and use a multimeter to test the switch action. But you would need the service manual electrical circuit diagram as well as the wire color codes.
If the switch turns out to be faulty it may be hard to fix, and the switch housing is easily broken if you try to take it apart.