I got the Raxiom tail light set, plug & play not splicing one, and they work good without the relay. You don't need to buy the relay, you can modify your existing relay, if you can solder and can buy a resistor at radio-shack.
When you put on the directional there's no sequence? All the bulbs pulsate at the same time? Did you swap any lights to LEDs? If you swapped to LEDs then you installed load resistors on them?