The problem I had was when I took the shaft out and was turning the nut in my hand to feel how smooth it spun, some of the steel balls fell out. I ended up disassembling it to see what was going on and I couldn't figure out how to get the balls back in without them all falling out again. I just spent a little time working on it in the man cave (garage) and I think I got it figured out. On the outside of the ball nut there is a bracket that holds two tubes in place. When I first started messing with it I didn't realize that the balls actually travel through these tubes when the shaft turns. I ended up getting all of the balls back in and the bracket on and it all seems to be working like it should. I think it has been disassembled before and not put back together correctly. I'm gonna take it all apart again and let it soak in gas for a while and clean it up then put it back together. Hopefully it's all good and I just have to order a right sector gear, upper and lower bearings and some seals. Hey Massey, I've gone all the way back and started reading your restoration thread from the beginning. You definitely have a fan in East Tn.....
I'm glad you got it figured out, and after looking at my steering ball nut (strange name) I came to the same conclusion and would have suggested something similar. You're correct, the steel tubes at the top do indeed act as a reservoir or passage for the steel balls to pass from one side to the other.
Before you reassemble it, you might consider putting a thin coat of white grease on everything to keep it from rusting until you put your steering box back together. Also, I found that the "Green" corn head grease was the best modern substitute I could find for the original steering box lubricant. I ordered mine from the greenpartstore.com website.
Thanks for the compliment about my Massey 135 tractor restoration project. As you can see, I've got quite a job on my hands, but I enjoy doing it.