Options/answer to question:
1. Take the original column nut to the hardware store. Find a bolt that fits it. Then you will know the size. Then buy a nut.
OR,
2. Use a 1/4 or thicker aluminum plate/round bar/etc. to place on top of the threaded shaft. Aluminum will not damage the threads. However, too much pressure could split the thin shaft. Go back to post 1423159. Let PB blaster soak down the outside of threads. Plug the puller holes if they are thru holes and fill that whole cavity to level with top of threads with PB or any penetrating oil. Vibrate for several minutes. Soak for 30 min. Then start cranking on the puller set-up you show. It will come off.
Like I said, I don't know anything about that horn wire, but if it can be disconnected and withdrawn, I would do that. If it was assembled it has to be able to disassemble and put back. If horn wire can be cut after it exits the bottom of column, and pulled out the top. That is the ticket. Then splice it when finished. Getting it out of there would be my first priority.