How to indicate you are going straight?
It's difficult to say without seeing photos of the road layout.  However, if the road itself continues round to the left, you should indicate right when you're leaving it.

In general, you should think about the topology of the road, rather than its geometry.  It doesn't matter that you're following a geometrically straight line; you're still leaving the road for a separate carriageway, and you need to signal this intention.

The default assumption for someone crossing the road is that you'll continue along the carriageway you're already on.

This said, of course, common sense should always prevail!  Never do anything that feels dangerous (for you or for someone else).