Update on my original problem.
It turns out that I actually had two problems. Both of the turn signals were simply not making a good contact with the terminals inside the socket. I replaced the bulbs with two new led bulbs and they worked fine. That left just my low beams not working.
I always wondered what that other 5 terminal relay up under the dash was for and now I know. It's a headlight relay. There is a blue wire and a white wire that power the high and low beams. I forget which is which, but jump the hot wire to each of them and you get low and high beams. So it's a bad relay. VW part # 111941583 also available from Autozone part # LR623 and O'Reilly's part # R3018 and Napa part # AR284.