) ... anyways, as it turned out, the next day I've noticed from the starting of my car that there is no turn signal audio notification (that click sound), when the turn signals are working (hazard lights as well) ...I thought to myself, slightly forgetting about the Lexia part, that the wheel speaker died on me ... but, all the other sounds (lights left on, gearbox not in P after opening the door, key left in ... etc ...) were working just fine, which are also played from the same wheel speaker ...the same day as luck would have it I had the car in Citroen Service for installation of my new tyres, so I told them to check the sound out and what could be the problem ... they figured out that it was the fixed module of the steering wheel (not the first one with the airbag - VCF, but the rear one, where the light and window stalks are) ... needs to be replaced, cost around 140 GBP ... great ... luckily, I have a source of some spare parts for the X7 (breaking of the car), and I got the said module for around 20 GBP ... the Citroen Service told me to be careful with that, because know issues by putting the wrong module (I think there are 6-7 different versions) could mean turning off of the ESP and some other more critical functions due to malfunction ...
Yesterday I had some time to do the testing with another module, it was a tough job (cramped space) and when the used module was connected, guess what? ... That's right, the lights worked, no sound again ... Now, I forgot to mention that before attempting the replacement (for testing purposes only), I did Lexia checking again, and couldn't find anything in the settings that would turn off the sound ... funnily enough, there is an option to test the sound notification, and it turned out that he speaker is alive and kicking ... which meant that for whatever reason just the turning lights action isn't accompanied by sound ... anyways, when I saw that with another module the situation remained the same, back to the Lexia ... I turned off a single option (not sure about the exact english wording, since the Lexia I use is in croatian language - to easier communicate about thing s with my Citroen Service, but the option was something about the possibility of configuring the day lights via main screen, I turned that on somehow) ... and when I turned it off, voila, turn notification had sound again ...
Basically, I've spent some hours and some cash to get back to square one, but as I'm curious by nature, I don't this will keep me off from doing experimentation again ...
... one point that can come out of it, for every change in the Lexia, you should have the car running for a few days, to see whether or not any issues arise, or not ... or just know exactly what you should and shouldn't do, to avoid such issues in the first place ... 
I uploaded photo with this abnormal parameter, which label makes no sense with hazard ligts sound at all. 