Since then I have had a new order and this order is now showing in Click and Drop.
I haven't done anything or changed a thing.... the only difference I can see between this order and the order that wouldn't connect is that this order has an email address, the previous order didn't. Has this anything to do with it or have Royal Mail done something... I really don't know but keeping fingers crossed that it continues to work.
(I found the Click and Drop app under Settings / Sales Channel btw, its not under Apps) Hope this helps.