Directionals might be an impedance issue, but not the brake light or head light. You said you changed the brake lever. Your problem might be the brake light is always on. You may have lost the little dowel that shuts the brake light off or the switch may need adjustment. Go here
http://www.ducati.com/services/maintenance/index.do Select the parts manual for 620IE . Go to page 70. The switch is adjusted by loosening the two screws that hold it in place and moving the switch. Also follow Roaduser's advise and check your hook up
The blue light simply indicates your high beams are on, nothing more. Check all connections and the headlight switch.