If it is a short then they mean that the wire from the stalk switch, which provides a ground path to the marker light relay under the hood, might be pinched or shorted to ground somewhere before the switch. That in effect would make the switch no longer in command.

Since you have already swapped relays with a known good relay then you are left with tracing the wire from the relay socket to the stalk switch. My money is on gauge or alarm wire install problem under the dash above the pedal area but it could be in the engine compartment as well.