When I switch on the lights seem to do their normal dancing routine BUT they don't seem to swivel when turning a corner AND the fog lights don't seem to come on when indicating left/right.

NOTE: The "seems" above are just that as I don't use the Yei a lot in the dark.

Is the above possible?

To get the lights to "bend" you need to tick the bend light enable in maxidot menu. The cornering fog should come on with the steering wheel turned approx half a turn at below 30 MPH and as you say should come on when indicating. The bend light is quite noticeable on a dark road,more so if its slightly misty as well, and to me looks like you see on cartoon cars, with the lights following the road andgoing round corners.

Also remember the cornering fogs will work when the car is standing still BUT the cornering Xenons do NOT. They only swivel at speeds above 19mph or so.