Thanks TD, but I had tried that without any success (just worded it differently)
BUT,
I opened one of my old documents to check that, and it was fine, so I decided to "Copy & Paste" into the old document and see what happens.
I left the old text still on the screen and pasted in the middle of it (fortunately) because as it was checking the old text with the UK dictionary, it suddenly reverted over to the US dictionary as soon as it reached the new text.
So what I did was to highlight all of the text then go back into "Tools > Language > Set Language, and strangely enough neither the UK or US dictionaries were highlighted this time, so I selected UK and set it as the default and "viola" 2 hours later it now works properly.
I don't really know why I did that, but had to try something I suppose.
So somehow it knew the documents had been created, one with UK and the other with US settings.