I have the same problem on my 98 rolla. However, my hazard lights work fine. Asked the dealer and they said if that's the case, then it's not the relay, it's the column switch. They said apparently, it's a prone problem.

The column switch is a whole unit (signal, wiper), gotta take out the steering wheel to get to it. I haven't tried yet, but will let you know if I fix the prob. The switch costs almost $200 Cdn just for the part, junk yard wants $140, haven't decided which to go with since it's suppose to be a "prone problem".