Audi,Left turn signal and DRL aren’t working properly

The left turn signal and the Daytime Run Lights bulbs haven't been working properly. The left turn signal and DRL bulbs are continually on, even when the ignition is Off! The left turn signal never flashes, even with the hazard lights turned On. My boyfriend replaced the bulbs, but that didn't work. He checked the engine bay fuse box, plus the fuse unit near the driver door. All of that is good and there was nothing burned out. He thinks it’s the turn flasher/signal relay, but he doesn't know where to find that. Also, one other thing: the dash isn't showing any warning light/