You have the same dash and electrical set that I have. (1996 ford F-150). From the sounds of it, your headlights are working fine.
Lets start at the begining. When you turn on your truck headlights (the black pull knob) power goes from the switch to the multifuction/turnsignal switch, from there it would normally go to your low beam or high beam truck headlights (depending on if you have your high beams on), but since you have a plow, instead of the power going from the multifunction switch to your headlights, it goes to your plow light switch, and grom ther the power will go to either your truck lights, or your plow lights (depending on what position the switch is in). So in short, the plow light switch does not get power until you turn the headlight switch on (the black pull knob)
as for your turn signal, did you check the bulb? If you have a spare one around, plug it in and try it, if not buy a new bulb and try that (it never hurts to have spare bulbs lying around
) Let us know what happens.