I sorted this out myself - here's how for the benefit of future users:
As I mentioned in the thread, I had used a separate LOAD statement to merge the fields. In fact, this created an unconnected table (a "data island"?). I think this was causing my problem
So instead, I did separate merges in steps 2 and 3.I no longer have the unconnected table, and my pivot and straight tables work fine.