Well today the new sender unit arrived (quite quick considering it was sent by DPD).
It was fitted as soon as I got home, and guess what, yep, still got air coming from the filter.
So a quick recap, it has a new lift pump, new fuel line from tank to lift pump, clear lines in engine bay.
The only thing left now is the fuel filter housing.
Grovelling time.
Julian, you know how I always read your posts and digest every word at least three times, and imprint them in my teeny tiny mind, well........................urm...............you said something about a filter housing....................