I know many are quick to scream "EHC" but many times a bad battery is the culprit to many electrical issues. Also, I would trace the wires back to the EHC and make sure all connections are good. The '03 generally don't have the EHC issues of the newer model Dogs. Do you have an EHC schematic that would show you which wires go to your turn signals? If so, take a volt meter and see if the EHC is sending power from that/those wires. If not, it may be time for a Wire Plus. It's a very simple "plug and play" with the '03 Wire Plus conversion kits. The only wires you'll have to re-connect are the dummy/dash lights.