I thought I had cracked it as no shipping costs were showing up on the cart page (as no shipping country value had been set) but unfortunately no shipping costs are calculated at all. When I go to the confirm page after selecting a european country - no shipping is calculated.
I tested it by changing the UK rule to display a flat rate of 1 and selected the shipping country to GB but no shipping was calculated. I have checked I am using the correct variable by adding <?php echo $_SESSION['eCartCheckoutForm_shipping_country']; ?> to the confirm page and it did display GB.