Found it. It's on the lower front - there's even a recess in the steering column surround to get at it from underneath.

I put the housing and cylinder back together at the workbench and was able to repeat the problem. Only now I was able to push the locking pawl in when it got hung up.

So instead of taking it all apart or buying a new housing, I gently smashed the end of the tube with a hammer and punch, so the pawl stays inside the tube.

We're back on the road again, minus a steering wheel lock.

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1985 380SE Blue/Blue - 230,000 miles
2012 Subaru Forester 5-speed
2005 Toyota Sienna
2004 Chrysler Sebring convertible
1999 Toyota Tacoma