I would not lubricate the horn rod as grease and some oils will harden over time then you really will be stuck.
If it is a repop, take some emeroy paper and scuff up the rod itself till you can get it in the hole so it moves freely.
It may be that the rod got "over-plated" with cadmium.
Do not drill out the steering column to make it fit...you will be removing some of the metal for the steering column to steering wheel nut. Need lots of beef there.
Pluck