Im no expert on anything much but you do seem to be overlooked.
The Ladys function should be pretty much the same as any single boiler machine, like a sylvia for instance, so any Silvia advice should be applicable, try a search read through threads like the one below or search out some *Utube Silvia videos, something may come to you
Otherwise I would say you need to provide more info, as the experts seem to be otherwise engaged.
What Espresso machine have you used previously, with success?
How long do you wait after switching the boiler to steam before you start milk steaming?
Do you have any indication that the machine begins heating once you press the steam button?
2 possibilities here:
1 my Qs may eventually lead us to a solution.
2 My Qs may flush out an expert to let me know how niave and stupid my Qs are.
Good luck mate, youve waited too long for a latte.