Ok, so I have fixed this now. I’m not entirely sure what the fix was however I know that I was playing with the menus in WordPress a little before this began to work for me. I was creating new menus, applying different menus to my registered nav locations and adding/removing pages from menus.
I’m not sure if these changes rejigged the WP database and therefore triggered some kind of GraphQL update but my Gatsby site now picks up these menus.