Steering wheel won’t lock. Yellow steering lock warning on dash. Only comes on when removing fob.

A strange thing happened a couple of days ago, here's an exact description of what happened;

Day 1
1. Got in car, put fob in dash, steering unlocked and started car.
2. Drove a few miles and parked up. Turned off engine.
3. Removed fob then a yellow steering lock warning light came up and steering would NOT lock.

Went online and found the only issues mentioned on various BMW forums were with steering locks that DO lock but eventually don't UNLOCK, nothing about the steering not being able to lock at all.

Day 2 and Day 3
1. Got in car, put fob in dash, (no warning light on dash at

– Steering wheel won’t lock. Yellow steering lock warning on dash. Only comes on when removing fob.