Knocking noise in steering wheel when turning corners below 40 mpg. Worse when making left hand corners that right. Knock can also be felt when sitting still turning steering wheel from side to side.
OK , you did not actually ask for help so I guess you are just listing a problem . But seriously , if this is something you don’t know how to fix put it in shop . It might be bad enough that you could lose steering at the worst possible time.
A clicking sound when turning one way, and not (or not as loud) when turning the other, on FWD cars (if that applies to your car) that often is a faulty front-axle CV joint. First step, ask shop to look at it to see if any of the rubber boots have split. Usually the symptom is reported here as a clicking noise not involving the steering wheel, but if the joint were in quite bad shape I wouldn’t be surprised to hear a report of a knocking noise also felt in the steering wheel. Symptom is usually reported as most apparent when turning at a slow speed, like when turning after a stop sign, or in a parking lot. So your description isn’t exactly the classic symptom, but easy enough to a shop to check for a split boot.
After that, next guess is a faulty front-right wheel bearing.
The joint in the steering column intermediate shaft is binding.
Or the plunging portion has lost its lube. Common problem on these vehicles. Sometimes disconnecting one end and sliding it in and out will redistribute the grease and make it quiet.