Andy,
No gaurantees this will be the same on yours, but on my K0 all these connectors you are referring to are on top of the inner fender. The light-blue wire on mine goes to a black wire with a small light-blue ring near the connector. This black wire runs to the right-rear, as sitting on the bike, blinker. There is an orange wire from the harness that also connects to a black wire with an orange ring and this black wire connects to the left-rear blinker. Again, can't gaurantee this is the same on yours.