Strange that the steering lock doesn't come on when you turn the wheel - it should do so that may be your problem.
Try straightening a paper clip out and bend the last 2mm over at a right angle. Push it down into the lock and rake anything jammed back out.
If nothing comes to light I'd squirt some WD40 down there just in case anything has seized up. I know this isn't usually the done thing, but I've done it before with 100% success on a Rover 400.
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