Sidemarkers do not flash. I would look at the tail lights as Robert mentioned.The brake pedal if off on the switch will keep it depressed and will keep the lights on.Have a friend watch the tail lights as you pull up on the brake pedal and see if they go out.If this is the case,the switch or the pedal itself may need adjustment.
It is possible if they were not ordered with the car,someone swapped them out and did not bother to get the proper harness for the factory rally gauges.

BTW, welcome aboard FGF!

David