I'd be grateful if anyone could suggest what I'm doing incorrectly with this process. I'm following Style: Overrides and the 4 points of 'To specify a style override for an object or label'. 'Style Override' is definitely ticked in the main Styles panel. You'll see the result I'm getting in the attached image.
Attachments: Overide label.jpg
Looks like you are creating labels from a text field (good), but you are using the same text field to save the text that gives style (not good). Use a different field to save text for style overrides, not the same field you are using for labels.
Style overrides save the style for each object in a text field. "Style" is just a text string, so you can save it in ordinary text fields, which is very convenient if you want to manipulate style programmatically, copy the same style to many different objects, etc.
But if you have text fields in your drawing's table like "Name" or "comments" don't just use those. Create a new text field called "style" or "overrides" or whatever and use that. See the detailed example topic that the Style : Overrides topic recommends.
OK, thanks. Got there eventually. Ever onwards.