Thank you Graham. Unfortunately, exactly the same when I did what you suggested to the Word document - "The Data Connection Wizard cannot obtain a list of databases from the specified source".
I've copied the original Workbook to the new location - still the same.
Do you think it could be the Trust Centre settings in the Workbook - I don't know anything about those settings but I'm trying to think what could be blocking the access ?

It is odd that I can't link the new Word document to the old Workbook either, and the old Workbook remains successfully linked to the old document. It seems that creating the new link is the issue.

PS I am using the OBDC DSN option for the linking. It comes up with Excel as a choice, stumbles after that.