After finding the menu settings on the Lorenz and discovering that it was sending out NMEA V1.X sentences, I then looked up the communication protocol and found out it is based on RS232, i.e. ground and +5 V signalling.
So all I had to was strip back the wires, plug in the scope and test each one to find the +5V signals. Second attempt gave me this:
Now I had found the signal wire, I just had to hook it all up:
And sure enough the radio detects the GPS information :)