With thanks to @Martyn Houghton and @Ehsan for your assistance. Sorry for the lateness of my reply - I was hoping I would have been prompted you had done, but looking (out of curiosity) I see I've missed your kind replies.
I can confirm nothing is set up in the Admin Tool (https://admin.hornbill.com/[YOUR INSTANCE]/ - "Service Manager" Tile > "Configuration" Tile > "Request Sub-statuses" Tile) as it's all empty. I've actually set it up like this:
Does that look correct? Incidentally, the issue seems to have gone away recently - again despite making no changes. Maybe it was in the 'back-end'?
Many thanks
Mark