You could have a problem with a loose connection on the back of the turn signal switch, start the truck up and put a turn signal on then slowly tilt the steering wheel all the way up and all the way down and watch for the turn signals to start to work or to hear the relay clicking, if they do either then you know there is a loose connection on the back of the turn signal switch.
If you get nothing, I would replace the blinker/hazard relay.. When you say you checked the relay and the switch, what did you do to check it?