Have to remove the steering wheel (24mm nut) and then the shroud underneath (2 screws) and finally the stalks (3 screws).
I'd bet its the hazard button thats causing your problems, I had exactly the same on mine.spray some WD40 into it and press the button on/off madly for a bit, that may clean it up. If not take it off, its held on with 2 clips on the top, carefully lever them off and the button should pop off towards the rear. You'll then see the contact plate, and 3 metal spring loaded progs. Check all 3 have the springs in place and are seated properly, clean up the contact plate & reassemble.
Failing that, you could fit some MK3 stalks, ideally you want an indicator stalk of a SEAT as they have the correct hazard button. If you go for MK3 stalks you'll have to swap your old button on there, which may be the cause of all your problems.