Turn signal arm set screw

[Widows Son]

I took another look at mine (recall however, mine is to the left since I rotated the steering column 180deg to get the arm to be on the left) and I don't see any of the key or shaft. In fact, a bit of the assembly goes almost into the dash. Compared to your photos of your assembly, it appears yours is not "slid" in all the way...

My 2 cents on 1 of 2 options for you:
a) Slide the assembly further down the column or
b) Slide the column up closeer to your chest. This is done by first loosening the u-bolt clamp behind the dash above your knees + the bracket in the engine bay that has 2 allen set screws + the column at the end of the column that also has 2 allen set screws. Remember this is the column or sleeve around the main steering shaft.

Your steering wheel is bolted to the shaft (which rotates with the wheel) and not the column which is stationary/static and does not rotate).

I had no problem taking the steering wheel off the steering shaft. However, I have read that others have to use a pulley remover. Do yourself a favor however and take a marker and mark alignment. that way you can get your steering wheel on straight/aligned should the steering column rotate while your playing around. As long as do not remove the 2 bolts which hold the steering shaft to the knuckle shaft at the first knuckle, your steering shaft should not be misaligned.