I have got part way to solving my problems & report them so others can benefit if they make the same
mistakes.
I only have the paypal module and I hadn't worried too much about the parameters assuming I would be able to do that once I had seen the paypal screen. The field named "PayPal Payment Zone" didn't make a lot of sense to me so I put in my 'EU' zone. By reverting to -none- the payment option 'paypal' appears!
The shipping module (Zone) now appears after I realised the ISO-2 code for United Kingdom is GB.
I had tried other countries for test orders but, whatever, it appears now.
Even more bizarre, a product discount now appears on the checkout screen. But there is no warning/advert to show it exists before the checkout screen...The whole point from a marketing perspective is encouraging customers to buy more so that can't be right?
I haven't looked into this yet but maybe its obvious? I have the postage and totals shown twice! (Not added to the cost twice though) as below:
Sub-Total: £41.33
-14% Vittoria UltraLight Innertube 700x19/23: -£3.18
Zone Rates (Shipping to GB : 1.40000 lb(s)): £8.50
Zone Rates (Shipping to GB : 1.40000 lb(s)): £8.50
Total: £46.65
Total: £46.65
BTW, thanks everybody for help so far. Much appreciated.