I bet is has to do with the ground wire that goes right where the intake filter sits. When you installed the second pipe on the CAI, it went through the splash shield and out behind the bumper, and on that pipe, there was a bracket. now that bracket bolts up to a black rubber piece that bolts to the frame. Now when you installed that, you had to remove that bolt right there that connected about 6 wires to the frame. Now that loom of wires contains the ground to the side marker and signal lights. I bet that loom of wires down there is either loose or isnt making contact with the frame very well causing you this problem. If I were you, remove the bumper, and turn the headlights on and shake that bracket section with that loom of wires and see if the signal lights start dimming. If they do, that wire loom is loose or making bad contact. You need to position it where it makes solid contact with the frame.