My WRX is two weeks old and I have the same issue with my front right blinker. I've taken off the air scoop and reached in based on your photos but the wire in question doesn't seem tight. The bulb is definitely dim though so something is up.
I don't have enough daylight to get into the filter today, but maybe this weekend. Or maybe I'll take it to the dealer and let them tear it all out. I'm paying for a warranty after all.