Incorrect or faulty relay, if this problem is only happens when you fitted the new relay and not when you revert back to the old one.
 
the old one did not flash at all on dash

Did it once?

There are two circuits in the relay, one for the dash indicator (which had a fault so diddn't flash) and the other is for the external lamps.
 
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Iffy electrics then and that's a fire risk, so don't use the vehicle untill it's sorted.
 

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