They are not the same, and all the terms used are correct.
Bearing = Direção
Steering angle = Ângulo da direção
What caused the confusion is that "direção" in a car context is more associated with the steering wheel and that's why I picked it instead of the correct one.
What I would do is to use "Rumo" for bearing, because this is the word used in the context of navigation and "Ângulo do volante" for steering angle (volante is more technical than direção for the steering wheel).