OK, I looked at that site, and what they call the "cocking sleeve" is commonly called the cocking piece, and their "retaining pin" is known as the bolt sleeve lock.
(Sorry, Sleeping dog, your terms are further out; the sear is not on the bolt, it is in the receiver and holds the cocking piece to the rear. I assume your "rear shroud" is the bolt sleeve.)
Now to the problem. I think I now understand what went wrong. First, I will describe reassembly of the Mauser bolt, and tell me where you went wrong. I will assume the extractor is in place OK, so:
1. With the front of the firing pin held in a vise or a hole in the bench, slip the mainspring down over the rear end until it stops on the firing pin flange.
2. Assemble the safety and bolt sleeve lock on the bolt sleeve. Then place the bolt sleeve down over the rear of the firing pin. (The hole in the bolt sleeve is oblong to fit the firing pin, so you may have to look to see how it goes on.)
3. Place the safety in the middle position and hold it there while you push the bolt sleeve down and compress the spring.
4. When the spring is compressed all the way, place the cocking piece on the end of the firing pin. It too has an oblong hole; once pushed down far enough, it can be turned 90 degrees so that its bottom part fits into the slot in the bolt sleeve. If the safety remained in the mid position, the cocking piece should be kept to the rear and the assembly should then be able to be screwed into the bolt body. If the safety slipped, the cocking piece will have to be pushed back until the safety can be moved to mid position.
It sounds like you put the firing pin and spring in first, then tried to put on the bolt sleeve. That obviously won't work, but I tried it and can't get the bolt sleeve to turn because the firing pin won't turn. The safety cuts in the firing pin won't allow it. (I am beginning to wonder if that Steyr rifle might not be a standard 98 Mauser.)
Anyway, I will suggest one idea. Get a drift punch that will fit into the firing pin hole from the front. Fasten the punch in a vise and press the bolt down so that the punch goes through the hole and pushes back on the firing pin. Then try to unscrew the bolt sleeve.
Let me know what happens.
Jim