Update: My trusted and most capable mobile service guy looked into the loose steering wheel matter. He concluded that the sound and feel comes from the airbag unit inside the steering wheel. The airbag has some play. That is why on steep turns, when the steering wheel moves 90 degrees, it blobs down a bit. There is no easy fix for that - he tried before on another car with increasing friction, but area too small. A new steering wheel edition has come out (I am already on my 3rd steering wheel, but one generation before) and he ordered it for me. But unsure if it will fix it - but worth a try a better than disassembling the entire steering unit. A colleague of his has been swapping steering wheels out on Sapphires with this issue with hit and miss success....Stay tuned.
Key point: If you have this problem, now you know what and how to communicate to service team, and they can test and reproduce the problem, and fixing it.