SUCCESS ! Before buying a replacement stalk control switch (about £25), I looked at the rear light cluster, and there's a cable connector with about 10 wires going into it. I pulled and pushed on this while the left side indicator and lights were both on, and they both went back to normal again. The indicator bulb became much brighter, and the rear lights stopped flashing in sympathy with it. I guess there was some connection problem inside the connector. It's going fine now, but this could be an intermittent fault. Hope this helps others with strange light problems on their Megane.
Jules
January 2007