My horn has stopped working. I’ve checked & tested the horn push, relay and the horns themselves and everything works. I think I’ve traced it down to the horn connection within the steering column - 2.859 in the attached image. Does anyone know if I have to remove the complete steering column to access this?

 

First, I would use an Ohm meter to be sure if the wire is not broken inside the column. If it is, you can try fishing a thin wire from either top or bottom, all the way through, then tape a new wire onto the end of it, and pull it through. Should work then.
Are you sure you are testing it correctly? Lots of folks think that the wire from the horn button to the relay is a hot (+) wire. It isn't, it's a ground. So in testing, you can also use an ohm meter (or continuity tester) to check all points along the way to the relay, from the horn button. Also be sure the horn button is hitting a good ground when it is pressed!

 

For sure test the wire first. I am not sure what the contacts look like on your model year but often the 61-63 f-85 cars have corrosion in the buttons on the steering wheel. I take them apart and clean them up and typically work like new after that.