2004 Express Van Left Turn Signal not Working In Gear

I have a 2004 Express van that the left turn signal (front & Back) does not do anything when I am in gear. The hazard lights work fine, and the turn signal works fine in park, but when the truck is in gear it will do nothing. I have replaced the turn signal switch, and the rear bulb socket, but nothing has helped. Is this a shorted wire under the steering column? It has never blown a fuse, so I am not sure what to do about this.