Turn signals are not working at all, all bulbs are fine, fuses are all good, high beams work, wipers work, just nothing happens when you turn the turn signals on

I suggest you first check the bulbs. It isn't unusual that both bulbs fail together.
If the bulbs are ok refer to the vehicle handbook and check the fuse(s).

If those are ok it is time to move onto the supply and check it through with the aid of a wiring diagram. The fault could be a relay or the dipswitch, wiring, connections...

It is worth noting on later vehicles electrical equipment is not switched on with the light, wiper, heater switches but these merely instruct a local black box to send a signal to other black boxes to perform the desired function. In the case of problems a dedicated scan tool will be required for diagnosis.

Have you checked the fuses and the bulbs to make sure they are ok and check that you have a live feed when switched to main beam .

Check the fuses first. then replace the turn signal switch if all fuses are good. All the lights run threw it, except the high brake light on the rear.

Check bulbs. had this happen on my intrigue had no high beams but lows worked. If bulbs are fine check fuses and relays.

WAY TO GO !!! another "great idea" from vehicle manufactures

If it is anything like my 04 GMC Sierra, there is a relay panel under the hood. In that underhood box where you found the fuses, there are also relays. They pop out (the diagram is on the lid of the box). After the GMC hit 200k, the relays started going out. The high beams are on a relay, the lowbeams are on a different one. You can pop one out and replace it with the horn or foglight relay if you want to check it out. I am betting that the DRL bulb just happened to go at the same time. Mine go out regularly..I would say around every 10-15k miles. I don't know if this helps, it is just something that I have run across with a similar vehicle.

For the I6 engine there is a relay for low beams, it's relay # 46. Switch it with relay #45 (runs the fan, same model relay) and see if your lights now come on. These 2 relays are the only 2 black ones in there (part # 15016745). Also, try to clean the contacts very well on the fuse box and the relay. If not, you may have some frayed wiring in the harness.

By the way, the high beam relay is #43, the gray one next to the windshield wiper relay #42.

For Audi A4 the fuse box is located on the left side of dashboard behind a plastic cover (for left hand steering wheel vehicle). On inner face of the plastic cover you will find the fuse diagram.
First fuse on first row from left upper corner is Fuse Nr.20 = F20 (15A) - RH headlamp low beam, headlamp adjustment.
First fuse on second row from left upper corner is Fuse Nr.21 = F21 (15A) - LH headlamp low beam, headlamp adjustment.

Your switch is bad and needs replaced.... even if parts of it works doesnt mean that its not bad

Also check the connector that the bulb socket plugs into the wiring if it has dirt and grime on it clean it off might not be getting a good connection and do this to front and rear both sides.