Both of the previous suggestions are spot-on. Some years ago, my 1995 960 had this issue with the right turn signal on the dash being on steady (but dimly). The contacts on the turn signal's bulb were melted. It happened again last week whenever the headlights were also ON, but this time it was NOT the bulb's contacts but rather the adjacent grounding block (in this case, "31/2" if you happen to have the factory wiring diagrams). It's located above the battery at the front corner of the fender, easily reached without removing anything. 31/2 was covered with an oily film, which I cleaned with brake cleaner before hitting it all over with a wire brush. Same for the mounting bolt. Both the right headlight and right flasher light share that grounding point, and there's a mirror image on the left side with Block "31/1". So any interplay between the headlight and turn signal circuits occurs at that point.