I've had this before and I am racking my brain trying to remember the cause!
Check your fuses first. My logic here is that you can have your hazards on permanent live as you need them when your engine might not be ready, but I _think_ your indicators only work on ignition live.
If it's not that, then relay is my next suspicion. Can you nab a working relay from a local van? I guess try yours in their van first and see if the symptoms are there or not.
If their indicators do the same thing, it's the relay. If it don't, assume the relay is good and the problem is somewhere else in your wiring or switch.
