The directionals share a ground circuit with the other busted items.
There's a single brown wire that plugs onto the right spade lug in a group of
three in the center of the instrument cluster.
The callout in the book is pin "3/2" three pin block # 2 pin.
Another place to look is a ground terminal located behind the panel next to the
front passengers right knee. There's 4 ground wires and a terminal strip
that you can wire brush until everything is shiny then put back with never seez
or some conductive grease.

You will want to order the greenbook wiring diagram for your car from
Volvo. It is priceless for troubleshooting wiring and nothing else comes close.

It's also possible that someone can install a connector backwards at the cluster.

Double check that you have 12VDC (Key on) at Fuse 2 and 9
(One is the Directionals)
If both are 12V then look for the missing ground

Bill