Clicking/bearing sounding noise steering wheel

[E Class magic]

Hi all, I'm new to the forum. I am a new merc owner and love it. It's a 54plate E 320 cdi. I have one niggle which is that there is a slight clicking noise from the steering wheel, it almost sounds like ball bearings rubbing together. (I am aware that there are supposed to be bearings here somewhere) this occurs when the car is in motion and happens when your driving normally. If stationary and I gently shake the steering wheel From side to side I can here the noise. I have noticed that my steering lock may not be working. Does anyone have any suggestions as to whether it could be damaged steering lock or something else. The car is one owner from new, full merc history. Thanks