Hi,

Update to this thread. Success in getting the turn signals to LED but needs a minor mod.
I first did some researching online and found out about our B6 (together with the Audi B6 models) using CK sockets (not standard) for the turn signals. Normal bulbs don't require polarity to work but LEDs do.
CK sockets actually have their polarity reversed which was why my LED's weren't working as suspected.

I used that online idea to test using wires and the LED bulb by swapping the test wires at the source of the connector. Surprisingly it works and LED blinks normally. So the LEDs works perfectly as it should.
Made a quick video here.