Later after I posted my thread I checked the Handbook and it mentioned a blown bulb could be the cause. I started the car and operated the indicators and they were back to normal, and no problem since.
In the morning I parked the car on the drive and connected an electric tyre pump via the cigarette lighter. I then topped up the pressures and locked the car and the windows were closed. Later that evening I went out to move the car into the garage, and both windows were down and the inside was very wet.
It's a complete mystery why the windows had opened