Strange headlight problem????

Car is e39, when I switch on the lights to the first turn (angel eyes) they turn on fine but the passenger side indicator stays on, not flashing just glowing orange. When I turn the switch to the second turn (headlight on) the indicator turns off. The indicator works fine when turned on at the stalk.

Can anyone tell me what is causing this? Had the same issue with my e46 when I sold it.

Thanks
Johny.

Isnt the orange indicator bulb staying on a safety feature, to mark the edge of the car, for when a bulb on that side is out??

Edit: so you may have a rear bulb out, and its doing the same!

Gona check it now thanks

All other bulbs are fine.