I confirmed that Left Front turn signal/parking light and bulb can only go in one way. BUT figured-out and confirmed that the light socket is wired backwards!
Funny thing, I bought two new turn signal parking lights at same time, and other (Right) side is good. Purple wire from socket to turn signal wire blue or light blue (L or R) and black from socket to parking light brown wire. But not on light I installed on right side. Go figure?!
I had to rewired backwards and it works now: all turn signals work with or without parking lights on.