I just had the same problem, new fuse no lights, turns out the connection at the fuse had some corrosion and didn't let the voltage thru. I had cleaned the connection but not good enough. Re cleaned and they now work.
Put the voltmeter to both sides if the fuse and see if you get 12.7 volts at each side.
I had 12v on one side and 8v at the other and they didn't work.
I still have to get my turn signals working.
Good Luck,