"Roughness in steering coloumn" sounds a bit vague and doesn't give a lot of clues as to what is up. The only way you'll get roughness is that either or both of the top or bottom coloumn bearings have gone. I would be inclined to put the front up on stands so you can turn the steering lock to lock and feel for play and roughness as you do so.
Also if the bolt were loose then in theory you should have an "excessive play in coloumn top bearing" fail on your sheet which you haven't, its easy enough to check , remove the two screws that hold the lower shroud on and feeling to the left of the coloumn and up under the dash you'll find an allen key bolt, this is what holds the lock housing to the lower coloumn, rock the wheel and if the bolt is loose the lock section will move slightly, try doing up the bolt to make sure its tight.
The horn ring being noisy wont matter as its not a fail point, if the top bearing, which is part of the lock housing, has gone then you should be able to tell by holding the steering wheel top and bottom and moving your hands back and forth, roughness would indicate a bearing going so in theory you should also have play in it.
The good thing is that your car is a '85 model, these dont have the steering wheel spacer and makes removing the lock housing a darn sight easier. The bearing in the lock housing on mine was well worn and got an advisory on the MOT, luckily I managed to get a brand new one of ebay for next to nothing, VW quoted me £20.17 + VAT for a new one. I looked on my ETKA  and its the same part for your car. ÂÂÂ
part number is 155 905 851
