turn signal issues
You have a bad ground connection somewhere between the lights and the battery. When you turn on the headlights the additional load on the circuit causes a greater voltage drop at the bad connection, meaning you are not getting full voltage at the lights. Check ground connections between lights and body, body and engine, engine and battery.
Most people start taking the connections apart and cleaning them all. I am too lazy to do that. I would use a volt-meter and put the negative lead on the battery negative post. Then with the car running and the headlights on put the positive meter lead on a clean metal spot on the engine. Next, put the positive meter lead on a clean metal spot on the body. Finally, put the positive meter lead on the ground wire from one of the lights, whichever is easiest to access. Note the meter reading in each case. Any of those tests should show no more than 0.2 to 0.3 volts. When you see a reading of greater than 1/2 volt the connection should be cleaned. You probably have a couple of volts dropped somewhere.
The same test works for the positive side as well, with the meter leads reversed.