Thanks fellows. That seems to be the problem.
I reformatted the 4Gb which came with the Pixhawk with no improvement. Some of the file names were gibberish even after formatting. The PC would not get rid of them because it did not understand the file name. Maybe Chinese?
Then I put in a new 16Gb and voila! all worked perfectly.
Buyer beware - the chip which comes with a Chinese Pixhawk clone may be no good.