... it could indeed be the lock itself, I have changed several Puma ones even on new vehicles but I would try wiggling the steering wheel first
Now if it were me I would consider buying a Genuine one which is now Part Number QRF500110 for € 123,34 inc BTW rather than the replacement one from Bearmach for € 95,77 inc BTW.
You will also need the 2 bolts are Part Number QRH100030 which are € 1,51 inc BTW rather than the ones from Budget which are Part Number 51K4001L and cost € 2,01 inc BTW.
I would also recommend buying the lower clamp Part Number QRG500010 as you are going to need it when you destroy the existing one.
Now for removal it is a job that I can only describe as "interesting", when designing that nice one piece dashboard also helpfully made removal of the lock almost impossible, the shelf below the steering column is in the way of the bolts and clamp and the upper bracket makes removal of the lock damn near impossible from above too. You will have to remove the instrument pack also.
If you have access to an air saw then you can save yourself an hour, but I can assure you that it will take you a good 2 hours or more to replace.
Rob