A common problem.
These work by having an actuator (or solenoid - can’t remember which} which pushes a pin through a hole to lock the axle. The trailer needs to be ‘straight’ before the holes line up.
For future reference, carry a bolt, about 12 mm thread diameter, because there are usually another set of holes that you can use to lock the steering manually. Be sure to remove it afterwards otherwise the turning arc of the vehicle will be outside the limits defined in Con & Use Regs.
Otherwise, just dump all of the air out of the trailer suspension. That’ll also keep it straight. I don’t fully understand how this works, but it does. 