The difficulty with diagnosing electrics on the 9-3 is that a lot of the switching is done via the computer networks. The P-bus and the I-bus. For instance, the indicator switch does not connect to the lights, it sends a message on the network which is read by one of the microprocessors elsewhere in the car. That processor then operates the light.
You may need to find a good local Saab specialist with the Saab Tech2 diagnostic computer to get to the bottom of it.
Whereabouts are you? Someone may be able to give you a recommendation.