I haven't had that one on my defender yet, but I have on several other cars. It is usually a flasher relay. I need to check my book but maybe someone else could chime in on the location of it. Common sense says it is somewhere near the steering column and is round or square headed twice as long as it is wide but the Brits did put some things in wierd places so I could be wrong.
94-95 it is black and behind the fuse box.
I'm only leaning towards this being the problem because you said you had no flashers either meaning that no signal lights function at all pointing to this as the first thing to check in my opinion.
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