Thank you very much for this comment. I was about to try to downgrade my phone from Lollipop back to KitKat
http://www.androidpit.com/how-to-downgrade-galaxy-s5-from-lollipop-to-kitkat
in the hope that Anti-Theft would then work properly for me. It appears that it is NOT just the new Android version that causes the problem. You have saved me a lot of useless effort!