Yep - air bubble is good, redid it yesterday just incase.
But... a breakthrough!
I did the test where I isolated the hot supply and went round each mixer tap and shower and confirmed that nothing came out on hot. All was good on all taps, but one shower still had cold water coming out when fully set to hot. After a lot of hunting and swearing in the loft I found an isolator, which happened to be the cold feed to that shower. Turned it off and hurrah! Boiling hot water out of every tap in the house now!
This does of course mean that I'm left with a shower that is only capable of putting out burning hot water, but I don't care because the problem has been found!
Thanks to all that helped.
The one thing I still don't really understand is why I didn't see cold water coming out of the *taps* when the hot is isolated, which had been fed back by the shower. The only place water still came out was that shower.