You've got a cold bike load problem some place. If it isn't in the bulbs or the relay, it would either have to be in the turn signal switch assy, or one of the wire connections somewhere. If warming up changes it, I'd almost think it had to be in a connection somewhere under the left scoop, and near the motor. Otherwise, that circuit would not have any way to 'warm up' as the bike runs unless, or until you hit the blinker lever to turn, and begin putting current through the wire.
