There is a white plastic tube approx. 2 in. long with a small nib at either end through which the horn wires run. It appears that this tube is inserted into another in the steering column and then is turned to engage the nib in a slot to retain the smaller tube. I cannot get the tube to lock in place as there doesn't appear to be a slot for the nib.

I'm not sure if I'm not installing it correctly or is the larger tube defective in some way. I've included a picture of the steering column, showing the larger plastic tube, in the upper left quadrant, just below the blue Notice label.

That would be your horn contact. The slot in the tube is probably broken or the tab on your airbag side is. It has a small lip that locks the wire into it and it is most likely gone. You would need to replace the horn contact.