I have exatly the same issue with the Thrustmaster T300RS wheel using Steam as well. I have just spent 2 days trying to get it to work, unsuccessfully. I have installled the latest driver and firmware and windows recognises the wheel. I have also have Dirt Rally 2.0 and the wheel worked first time, straight off the bat. So there is no issue with the wheel. The wheel is recognised in Steam. Also tried re-installing F1 2019 but that didn't help either. Many others using it, so in theory it should work. But it doesn't.