The issues are unrelated. A turn indicator flashing rapidly means one of the bulbs in the circuit is burnt out.
As far as the headlight, I assume you mean no high or low beams? You'll need to do some investigative work to find the culprit.
With a DMM check that you have 12 volts to the headlight connector you just added the locking clip to when the switch is on. If yes, then it could be the headlight isn't plugging itself into the connector - make sure it lines up properly and that none of the pins are bent or missing. Check the connector on the headlight itself for continuity to rule out the bulb(s) or the headlight itself.
Also, suspect the headlight switch. It's not the most robust part of the car and fails fairly often.
I'd be surprised if it isn't one of these two things.