Make sure your relay is an Ep34 and not an Ep12, i went through 3 trying to figure out why my signals would not work. Also with 4 LED signals you will need some more resistors or the diode kit from modmy250.com.
The undertail itself is beautiful from a far and a good fit for some but a nightmare for others. Mine sits about a 1/4 inch below the bottom of my rear seat (above the tail light)
but there are a few good DIY's to help.
Also check the red/black wire connections to the signals themselves on the undertail as both of mine came undone on separate occasions and i have had to tear it completely apart 2 times to reconnect them.
Use a very sharp box cutter to trim if needed (some don't).
Find a way to secure the tail light as the vibrations rubbing plastics will cause a fine dust to collect in between the light and the undertail.
Basically follow as many DIY's as you can and read them many many times over.
also set aside at least a day to do it......
GOOD LUCK!
Hope it turns out well.