I suspect that the bulb in the socket is a single fillament. For the combo turn signal and front marker you need a double filliament bulb. When you hooked up the major wire to the marker light did you turn on, the turn signal? If you did, it should have been blinking on the small fillament of the dual filament bulb (if installed). In the USA the dual fillament bulb is usually yellow coated (with a near clear turn signal/maker light lens).
They disconnect the front marker and moved it to a small bulb, in the H type headlight. Reason being, it´s not allowed, in Erope, to show a front yellow (or amber light) in most/many countries. Needs to be a white light.
Do you have the amber or the white, front turn signal lens?
An alternative is to move the turn signal to the vertical front side markers, (usually disconnected/with no bulb holder) and install a clear (white) turn signal (USA standardard) lens for the turn signal and wire it for a running light.
The vertical front marker, is actually too low a wattage for a turn signal, but have never had any problems, with inspections.
You´ll probably find many disconnected wires hanging, behind the headlight (and behind the vertical side marker), on the export model. You will probably need a good wiring diagram to figure them all out. But on all export XJ´s, that I have seen, the wires are already there, just cut a bit too short to hook up.