Thank you for your help - but I need to work between two different systems as some things are in local and some thing are in MGA. I'm currently using 3.18 but I'll update to 3.20 to see if there in any difference. At the moment I'm more than happy that I can get on the fly projection to work.

I tried to save it as a geopackage and QGIS did not recognise the projection.

@GabrielDeLuca - I tried to save the WKT string as a prj file. Qgis still didn't recognise the prj file

I tried this with a new layout with less layers - it seemed to be working ok. It's just this work space it seems to default back to the top style. Who knows.... If I replicate the error again I'll post it with steps to replicate the error.

QGIS doesn't let you chose both "Follow Map Theme" and Lock layers. It's one or the other. Not sure why. Tried all possible combinations and got the same result.

I tried only use "Follow map theme" - Same result happens. Maybe I'll have to try it again with a new work space

Script works well - it's a shame we need a custom function rather than in inbuilt one. I'll see if I can raise it as a suggestion in GitHub