Turn signal problems often turn-out to be ground or continuity problems. The point in the wires where they connect to the disconnects often go-bad, sometimes only a couple of strands remain intact, not-enough to allow enough energy to power the filament. Or, the insulation allows the wire to look 'intact,' but the break is internal. Check the wires for continuity while flexing the wire, the audible setting is good for that on the multimeter.
I have also seen a bad ground to the bulb bayonet base affect the light, or the hot center fixture in the bakelite insulator may have a poor connection to its brass contact. All those things are pretty-easy to check, as you can totally-disassemble the stock lights to their component parts. Aftermarket ones, you're just gonna have to see how-far they come-apart. I would suggest removing the offending component as they are usually pretty-easy to remove, and you can inspect everything 'up-close.'