When your previous head unit was nicked did they take the loom with it (the Blaupunkt loom) leaving you with the ISO plugs to plug your new Blaupunkt loom into? Or, did they just take the and leave all the wires?
If you have a switched live and a permanent live at the SIO connector block, the chances are excellent that your switched and permanent lives are muddled, as Uruk at Tommk3cab have suggested.
You can swap them over mid-loom (the Blaupunkt loom). Presumably If you have checked you have switched and permanent lives, you have a multimeter or similar. Connect the look up and check that red is receiving switched live and yellow is permanent, as this is the right set up.