If the 35/39 steering shaft is disconnected from the 35/39 steering box it will be necessary to center and stabilize the shaft at the bottom of the column tube by using a second column rubber bushing. It will also be necessary to put some sort of a stop bracket on the shaft to prevent it from moving up and in the column. The steering lock collar could conceivably be repurposed for this off label application. A steering shaft universal joint can be used to connect the 35/39 shaft to the Vaga shaft. The most difficult problem is routing the horn wire thru the U joint and out to a circular friction contact plate. Not impossible but definitely challenging.
"BoxCar Tom" has it pretty-well figured-out here. Keeping in mind that there is not likely any REASONABLE way to run a horn wire up through a U-joint, you can pretty easily assemble a SLIP RING affair to get that ground wire INSIDE that original steering shaft and on up to the GROUNDING horn button. The pics below are some that I came across several years ago showing a simple method of fitting a brass slip ring onto the center shaft, but note that the slip ring must be INSULATED from the shaft electrically (as seen in 1st picture BELOW). I would place this ring on the shaft down toward the floor so that the one strand of exposed wire (run along the outer surface, on the under side of steering COLUMN) will be minimal in exposed length. An example of this wire coming FROM horns is simulated by the red test-lead in picture #2 BELOW.
Using a few parts available at Limeworks & others, a rectangular transition fixture can be built to mount over a hole which must be drilled in bottom of steering column at a position corresponding with the internal slip ring on shaft. This rectangular fixture which can be seen in picture #3 will have a spring-loaded, conductive button that will make contact with the slip ring as the steering wheel is turned. Provision must be made to attach the permanent wire from the horns to the spring-loaded button, such as a spade connector. Remember, the whole idea here is to get power to the horns, then exit the horns and routed up to the horn button. Then, pressing the horn button simply completes the grounding of that wire from the horns via the original button assembly.
As seen in photo #4, the final wire coming down from the horn button (also represented by the black wire seen in pic #2) must EXIT the center of the shaft via a hole which you need to drill and taper in the shaft right next to the slip ring. You want to massage/taper the edges of this hole to do away with any sharp edges, so as NOT to cut or damage the insulation on the BLACK wire. Finally, that wire must be soldered to the brass ring, and fed up to the original horn button apparatus, waiting to be grounded.
Remember, all of these connections must be carefully insulated, because grounding any part of this circuit is what blows the horns.
Coop