Hello again, I managed to find a blown fuse in the bonnet, I cannot remember where it was but i presume it's not as suggested by DaveW in 3rd (6th) position, but in the 4th (5th).

Strange things happen...

I think that all cars can have a different fuse scheme, in any case the problem is solved for now, I got a new one and now the lights are working.

For swan013: the problem is on the side indicator lights, not the small ones on top of the wheel arches. It seems that now everything works fine, it was a simple fuse problem (but I fear that if it'll happen again I have to have a check on the wires as suggested).

Thank you all for your help and suggestions.
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Jacopo