Thanks JimP!
This was useful, gave me a poke in the write direction. Did not 100% follow it though.

FYI for anyone stumbling on this:
My solution wasn't that neat but worked.
I didn't want to split the pages by each individual appendix (although still can). In the end, I created an extra style, to introduce the appendices, formatted this to use lettered section numbering format but also formatted to hidden so it doesn't show, but allows me to use letter from the style to number by chapter, the A-1, A-2 format.
Each individual appendix is not numbered, just listed Appendix A, Appendix B, but with a style applied that includes it in the TOC.
It does leave me with a somewhat superfluous title for the appendices but it fits with the rest of the I had created a heading 0 that acts as document separator, so it is split into effectively 5 or 6 interlinked but separate documents (but which share the same TOC).

I don't know if that makes any sense but that's how I dun it!