Fender mounted turn indicators on 68 Dart

Sounds like someone wired them up to the front side marker light circuit. the should be tied into the turn signal circuit. Stock on a 68-the front grill markers are only on when the light switch is pulled out to position 1, but off when headlights are on. Sometimes people rewire those to be on whenever headlights are on, & maybe in that re-wire, they got the fender turn lights mixed in there too.
Basically sounds like you just need to do some testing-see whats suppose to be on & when.
The front grill markersare a dual element bulb. One circuit is for marker light, one circuit is for turn signal, & ground is a 3rd connection (though mine relied on just being installed in a metal grill as opposed to actually having a connected wire.
The front round grille turn signals work fine. Those also light up when the switch is pulled for parking lights. You are correct they are not lit when the headlights are on