Ok, I've been out and had a play with the ignition switch and have discovered the following.
When the ignition switch is turned on it provides power to all the bigger wires (Black and Red, Blue and Red, Yellow and Red) and I can hear all the relays clicking nicely. However, there are two other wires coming from the switch, and small Brown and Red which seems to go to the radio harness and a plain small Grey wire.
My Haynes manual says that this should go to the spark plug connector but seeing as this is a diesel car, does this go to the fuelling system somehow? My tester shows that this wire has a live feed when the ignition switch is off but when you switch it on it goes over to no supply.
So, something is getting a power feed when the key is switched off, but loses it when you switch to on and when you crank the engine over.
Any ideas if this is right?