I've had a grovel on the floor and checked F36 again, this time with a meter rather than by eye. Fuse is OK.
I also checked F8 and that is OK too.
While I was there, I pulled F32 again, so the locking is working until the next time I turn on the ignition.
What I have been doing is pressing the internal lock button to lock the doors, then open the driver's door and lock with the key. This doesn't super-lock or arm the alarm, but it also doesn't lock the fuel filler flap, and with the current price of diesel, that's a bit of a worry
I have considered replacing F32 with a couple of fly leads, an inline fuse and a push-to-break switch, so I can effectively reset the system before getting out and locking the car on the remote.