It's alive!!!! More parts have come in and I was able to progress to the point that I could flash the STM32. What a mission!
In the end I used up all 5 STM boards I have just to get one to work. Arduino was not recognising the STM board through the CP2102 usb-serial connector. Boards were working with the blink sketch (factory loaded), but were not being switched to boot mode so I couldn't upload the firmware. Only 1 worked and I fried another board when I built a loose separate serial loader (in case it was my wiring on the PCB) and connected the 5V and GND to wrong terminals
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For other builders - note, you don't need the PCB to flash the STM32, just a CP2102 and a few cables! Do this early as it'll save you heaps of time if you have a dud board.
After hunting on the forums for hours, it seems that I just got a bad batch of controllers, so I've ordered a few more as the STM32's are relatively cheap.
If anyone here knows how to solve the issue below on a working board, let me know.
Failed to init device.
stm32flash 0.4
http://stm32flash.googlecode.com/
Using Parser : Raw BINARY
Interface serial_w32: 115200 8E1
I might try an ST-link to flash them, just in case.
Anyway, I also flashed the WeMos D1 and connected everything up on a board and viola: I could connect via wifi.
Next step is to build the cable to connect SHC and the Onstep controller and then add the motors. Just need to wait some more for the postman...