Hi, I've mentioned this in passing in a few other posts but thought I raise it explicitly here:SOLUTION
It turns out that the reason these mods were not working, was nothing to do with Steam. I have been informed that no mods work if you are accessing one of the standard scenario's that come with the game. They only work with Sandbox and User Scenario's. So, there was nothing wrong as such its just a rather dumb feature.
I bought SOW Waterloo in the current steam sale, and I've been adding mods to it to try and improve my enjoyment of the game. But, some of them don't seem to be working, whilst others seem to work sometimes and not others, and I'm not sure why.
As you can see all the mods appear on the in game Mod Menu, and I've selected them and restarted the game (several times) But I'm still convinced that some of them just aren't being invoked.
List of Mods in use

Not sure if that menu is correct for Grogs, it looks different to the one i remember in the videos.
British Foot Guards still wearing white overalls despite the Foot Guards Mod being ticked.

Any advice will be welcome.