Andy, check and test all signal light bulbs(even if they look OK), check wires/grounds and plugs for damage and corrosion. IF all are OK, change signal flasher, if still not working could be the multi function/light switch faulty.
As far as sunroof problem opening and closing on it's own, forums I have read say it is the sunroofs potentiometer faulty. Check the attached links,instruction and guides, Good luck.
I hope this helped you out, if so let me know by pressing the helpful button.
http://www.audiworld.com/forums/a4-b5-pl...
http://www.audizine.com/forum/showthread...
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