I'd start with a simple voltage check. If you have enough current to start the bike there doesn't appear to be a charging system problem - unless you are still operating on reserve capacity. Make sure that you have 14.2+ VDC at the battery while the bike is turning 4,000 rpm (give or take).

I'd also check the voltage at the H4 socket. If you have a voltage drop, I would suspect the left handlebar control unit as that controls both the light and directionals. How does the horn work?

Here's a thought. Shortly after I brought my 2012 S40 home, the turn signals just quit. Headlight was dim, but the hazards worked fine. After much troubleshooting, I discovered a big green connector under the saddle had come loose. The detent that held it closed was defective, and engine vibrations caused it to come apart. I put it back together, and used a very small zip tie to wrap around it and hold it together. No problems since then. Good Luck!

TTom wrote on 04/05/18 at 10:21:20:

I believe that's the turn signal modulator or something like that?

It's the connector from the ignition switch to the harness.

Harbor Fright sells a volt meter for about $6.00 ,which comes with directions . the headlight ,  front turn signals,  and the horn all share a common ground wire (black with a white strip ) that runs to a large connector on the left side of the frame above the horn and spark coil , I'd check that to be sure it's clean and tight. It 's the only wire common to all your problems , headlight and front signals dimmer due to less power, flasher is faster due to less load ,it's only sending full power to the back signals because they have their own grounds.

TTom ,you don't need to thank me for advice you didn't use. then again you didn't fix anything.

You guys were right, it’s the connector just above the horn and tucked under the tank.  Just by moving it the lights came back on.  Its pretty snug up in there so I’ll tinker with it a little more later.  Is there an easy way to get at it to clean without messing with the tank?

You'll need to remove the seat and then the tank ,you should clean the contacts if they need it, then make sure the connector is tight. You can place a plastic wire tie around it if you think it may loosen again, and your welcome.