Well they think they've found the issue which is pretty much what I thought - My Shell and Avios account are registered to two different addresses so when you "link" them Shell gives the details it has (name/address etc) to Avios who use that info to find your account or create a new Avios account if they can't find you.
So currently I have two Avios account, one I created and one Shell/Avios created using my Shell details.
Now we just have to sort the faff of transferring the points, joy!