Bit of an update. I've been in the attic and checked the loft insulation near the eaves and all appears to be dry.
Last night was another cold night and there was a slight damp patch in the morning. We've been keeping the bedroom door open at night to see if that helps. One thing was certain though, there was no rain last night so I really don't think this is water-related.
I didn't point out in my initial post, that the main wall is a solid wall (clay blocks) joining to the gable end which is a cavity wall. I wonder as a precautionary measure if I should just seal the brick with a water sealer?
As I mentioned previously, the wall is very cold inside the room, so I'm wondering if I just need to keep the heating on at night (scary thought with today's gas prices), just to keep the building fabric warm?. Tonight's weather forecasts -2, so I will keep the heating on low and see if this helps.
I've also painted the spare room grey and I had a look in there this morning and that has a very slight damp patch as well in the corner. The damp on the grey is easily spotted due to the matt colour, as it turns dark grey. I looked in my son's room and that was also wet, but it's difficult to see with white paint as it doesn't change colour. I wonder if the problem has always been there (we've only owned the house 2 years), but we've never noticed! What is apparent is that it's probably not just my bedroom!
We do plan to externally insulate our house on the solid walls at some point, so hopefully, this would solve the issue anyway, but that will be some time away as I suspect it'll cost about £20k