I've done this recently, so I can help, maybe.
That mk6 loom is compatible with the connections, but is not long enough to plug in properly. You might have pulled out one of the connections when you plugged it in. The horn probably doesn't work because you've got a cable jammed in the way.
What Steering wheel module did you replace with? CH version?
You really do need the correct mk5 airbag loom for this, so you should definitely get one before giving it in to be fixed