There are relays mounted next to fuses in both the interior fusebox under steering column and the one under the bonnet next to battery - relays (switching devices for heavy current draw like heated windows, headlights, direction indicators etc.)) are plugged in to make replacement easy. The flasher unit is probably in the interior fusebox below the steering column.
When you remove fusebox covers there is a guide moulded into the plastic showing position of each fuse and relay.
Attached is .DOC with a couple of photos of Haynes manual wiring diagram, there are two direction indicator 'activation' relays shown on diagram 8 under 'central locking' (device 118 and 119 ) and the on diagram 3 is the normal steering column switch and indicator bulbs show (3 each side of car). Do the indicators flash when you operate central locking from key fob ?
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