I have a 2005 Pontiac Grand Am. The directional only works when the key is on and engine is not running or when it is hot inside the car.

By saying that you replaced the flasher, I assume you mean hazard warning switch. The 2005 GA does not have a flasher device. ---- Other than that, I don't have the foggiest idea. Signals with the engine off but not when on and cold. Hard to nail down the common denominator. If it worked only when it was hot, I would suspect a cold solder joint. I don't see what having the engine on would change.

Defective flasher. replace.

Wow, I would have to echo what tenspeed says as that doesn't make any sense and to have replaced the multifunction switch and still not fix the problem would be very irritating as just that part is about $300 plus major labor. That is one of the last parts you ever want to replace to only still have the problem, Heat shouldn't make any difference at all, One pattern I am seeing though is just how many Pontiac Grand Am problems have been showing up starting at around 02, I wonder what's going on? and all the problems seem to be mystery weird type problems that shouldn't be happening, I start to suspect the brand which is disappointing with GM in the whole.

Should be making them from bamboo, that way getting rid of them would only take a match.