It seems you have a peculiar problem as the rest of us actually have few problems with the rudder system besides the occasional rudder pin breakage and the periodic line adjustment. I know in my case the majority of my rudder pin breakages were self inflicted ( I bumped the ground with the rudder while launching or retrieving.
Perhaps we can help with a systematic approach to figure out what's wrong ( bunches of us are willing to help via this forum with suggestions about things the rest of us have come across. However if you bought your boat from a Hobie dealer they would be the first I would approach, letting them know your having a problem is the first step. All the dealers are very knowledgable and will help you get thru this.
A couple things you can do to verify that the rudder system is working as designed is as stringy suggests, pull the rudder down either on shore or on shallow water, latch it down then go to the back of the boat and try to tilt it up. If the rudder pushes back and starts to tilt up, this is your problem. The rudder is counterbalanced to make it easier to turn, if it rises up this makes the rudder extremely difficult to turn in the water while underway. I know on my TI I have to pull pretty hard on the down line, then lock it to get the boat to steer correctly, if the rudder tilts up at all it become difficult to steer.
Next thing to check is the rudder pin if it is half broke at either the top or the bottom the boat becomes very difficult to steer. This one is actually kind of hard to detect without removing the pin for inspection, or at the very least make sure if you spin it at the top the bottom also spins. 90% of the time when I have hard steering, a half broken rudder pin is the culprit.
Next check the steering lines, they would be fairly tight but not overly tight. If the steering lines are too tight this can cause very stiff steering. Keep in mind your boat grows up to an inch in warmer weather, and if you adjusted the rudder lines in cooler weather they become too tight in warmer weather and need to be re-adjusted. I always check my rudder lines before going out and end up adjusting them 2-3 times a year.
Now if you have checked off all the above common problems (sounds like you have).
Then you might have a more complex problem. If your dealer can't help, then you can investigate the problem yourself, it's likely inside the hull, I usually use a flashlight and two smartphones both running skype to tour around inside the hull looking for problems. One time I found a tennis shoe tangled in the lines inside (found it with the phone), another time I had the rudder lines tangled around the foam floatation inside the hull causing the problem. Basically all you can do is make sure all the lines inside are running freely and not binding on things. The up/ down and steering system is pretty simple and straight forward, just use your camera to track it all out and check everything.
After going thru all the above and it still doesn't work let us know, take lots of picks or videos and post it, we will all try to help. But on the other hand if you can take it to your dealer they will find and fix the problem for you especially if you have gone thru all the obvious stuff above and the problem is still there, then their might be a serious problem somewhere.
Where I launch there are always several TI sailers around, just ask one of them to look at it ( most of us have had to tinker with our rudders a bit, and most can probably advise you on what to do.
I'm willing to bet money your problem is the down cleat line not being pulled down tight enough, ( the condition is called 'rudder-down-itis' and is curable (lol)), nearly all new owners who have posted about similar problems, and this was the solution.
Hope this helps.
Edit: it looks like Tony responded at exactly the same time as me ( obviously he types faster than me ( one finger bob lol)). Just do what Tony says ( that's what I do).