Do you have all LED LIGHTS on the trailer? They will need to be LED. The Roxor lighting is wired with Toy Wiring better used on a Door Bell. If I were making a list of things that Mahindra should do different on the Roxor, using larger size wiring would be on that list.
Have you checked the Flat Trailer Plug on the Roxor to make sure that the Tail Lights/Left Turn Signal/Right Turn Signal all Power up at that point?
On the Trailer I will normally run the Ground Wire from each light back to a Single Grounding Point. Normally a Brass or Stainless Steel Bolt, and put all Ground Wires on that bolt to include the one to the Trailer Plug. I have never had a Ground Problem doing this.
With the Trailer Plugged in, and the lights on the Roxor turned on, have you checked to see if you have power at each Light?
At this point I am out of things to check. Good Luck. I am guessing that you do not have LED Lights on the trailer being the problem.
Also as USMC pointed out the XTC Turn Signal Kit with Trailer Wiring is about the only way I know to get trailer wiring to work. Probably due to the wire size used by Mahindra I would guess.
I have the Truck Lite Turn Signal Switch on my Roxor, and I did all the wiring my self. I did not look in to what was required to wire in a Trailer Plug past using XTC Kit.
Bob R