OK, so .... I have done the shift-click on the comet for every frame now.
And I've RTFM'd
... several times over several days in fact
but .... now it's giving me "Only one frame (out of 25) will be stacked.".
The list of files has every file (light, dark and flat) checked. It also has a "+(C)" along side the #Stars count which is zero because they aren't registered yet (so I see "0+(C)" in the stars column So, it knows it's stacking a comet.
The stacking options are all as per recommended for a comet.
But for some reason it's choosing to ignore all except one frame
