I think I've found the problem as to why I cannot do the scenario.
Having checked the Kuju box should something happen again, I tried a 456+455 combo, and the 455 won't couple to the 456. I thought this was odd as I did it last time *however* I didn't have the Kuju box checked last time, so I believe the 456 uses a Kuju coupler and in actual fact the 455 will not couple.
Further tests show that with the Kuju box unchecked, you can run a 455 and 456 as an AI train and it will run as normal. But the SBHH I had came up after I set the trains path and added a player to the 455, and as the 456 is an AI train on my consist I don't think it liked it, so it appears you can use a 455 and 456 for your AI trains providing you don't check the Kuju box (though it might cause issues if there are other trains needing the Kuju box checked).
I am doing a different run with a pair of Class 455's as the player train instead. Thank you for the tip about the Kuju box, it ha cleared up as to why the SBHH appeared
James.