Please note that existing turn signal wires should be green/white and black for right hand indicator and green/red and black for left hand. The black ground connections should not be needed as ground is already supplied via black wire from headlamp loom.
The existing red/orange wire in headlamp loom provides power for side/position lights, but you seem to have connected these to indicators (orange wire) on the JW headlights
This would explain your results.
I would guess if you connect existing red/orange wire to red on each JW headlight this would give you position light function. Then just wire each indicator cable to same side orange cable on JW headlamps this would give correct flasing indication.
Installation instructions
here although you probably have them already. Note it appears there is a sixth connection (blue wire) for DRL function.