<p>So having looked at your example it is clear that "at roundabout" is wrong for the second case, but so really is "straight on".</p>
<p>The first case looks correct to me - in an actual turn by turn navigation system it would presumably be read out as you approached that point and then "at roundabout take the 3rd exit makes perfect sense".</p>
<p>The second case I would expect to be something like "take the exit towards X" and talking about going straight on makes no real sense with or without "at roundabout".</p>

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