Hi John R, presumably the flasher relay fits in a 3 pin block so unlikely to be wired wrong. If the buzzer is the same as the link then can only think the unit is faulty?
Is it exactly the same make / type? and was it located in the block, thats all i can think of, need an electrical wizards advice i reckon.
Mine works as it should and i would guess your wiring same as mine.
regards john k