Direction indicators can sometimes be affected by operation of another lamp, when there is a bad earth a bad earth at that lamp, and the tail lamp comes on alternately with the indicator. But I would have thought that would be a straight fail. Perhaps there is a loose connection and it's intermittent (like the old joke "yes they're working, no they're not, yes they are, no they're not...."
), might be worth checking this, and also removing all the bulbs, checking the contacts, and replacing any dodgy ones.
As to the other ones, they sound quite bizarre!I can't believe you'd need to remove them for the MOT, the Saab is no different to every other car on the market, most of them have covers to protect either them, from the elements, or you, from dangerous bits on the engine. Might be worth speaking to the tester.