Funnily enough I am having the exact same problem, but with the addition of "brake light failure". I have had a new bulb for the left rear side light (which is also the brake light), but a week later the same thing was happening again. The new bulb was reseated and was OK again for a week before it started again, along with the front (also left) side light. The front side light did appear to be loose as it wasn't lit and when I closed the bonnet it came on.
Now the problem I get is two messages, "front left side light failure", despite the fact that I have reseated the bulb. The front left sidelight always seems to come on, even when the error is showing.
The rear side light comes on when the headlamps are running, but the brake part of it does not operate.
Sorry to hijack the thread, but does this sound like it's what happens on yours? Did you ever resolve the problem?
I'm going to contact the dealer tomorrow to book it in, because the beeping and the fact that a brake light isn't working for no apparent reason is driving me mad!