Mark,

I have a wiring schematic for those Signal Stat directionals on my website that might be helpful.

It will very slow to load, but all four pages of wiring instructions are there and you can then check it out to see what's not right:
Signal Stat Directional Switch Installation Instructions

Here's the page with just wiring instructions: Signal Stat 800 Wiring Schematic and Instructions

http://www.oldgmctrucks.com