It depends. It’s not a matter of relative vs indirect, but the actual pronouns themselves.

Whether reflexive or indirect, me, te, se, nous, and vous always go first. Lui and leur always go last.

Edited: learn something new every day. The word order above is correct, but you can’t say je me leur …, it always changes to je me … à eux.

French translation: je m’identifie à eux.
I don’t think there is any other possible.

je m’identifie à eux

is correct, as Fabrice stated. It needs a preposition, which none of your two examples gave.

À is used in this case NOT avec.

You shouldn’t say:

Je m’indentifie avec eux.