The Fuses tend to acquire oxidation on where the "Pointy ends" contact the holders.(If you clean the holders use Bronze Wool,for smooth shiny contacts.)
The Fuses tend to develop "Microcracks" that are invisible to the naked eye.
"Looking At" the Fuses is asking to be fooled.

You are missing Ground(s),You've proved that.
Where ever you "Created" the new grounding point is NOT.
(If the lights or Turns are affecting the Alleged "Ground")

I'd pick up an inexpensive DMM (Multimeter) from Sears or Your Local Chinese
Communist Embassy (Harbor Freight) and FIND OUT What's Amiss.

The Wiring Diagrams,Electrical Trouble-shooting Manual and everything else you need is here:
http://w124-zone.com/downloads/MB%20CD/W124/Index/Groups/24ElectTrbleShting.htm

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'84 300SD sold
124.128

I did check the fuse for continuity and it passed. Also swapped another working fuse to no avail. I think I will try cleaning the ground inside the fuse box but is looks very clean so I don't think it is going to help.

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1989 300CE

I had the same problem and posted a request for help here. Someone suggested fuse number 5 and I checked, also checked rotated all fuses to improve contact. After spending time and money trying to solve this problem it turned to be fuse number 6, these fuses can have hairline breaks and I sure missed it even when looked " carefully " check all your fuses. before you waist any money, Mine is a 1990 300SE fuse #6 was the magic.