I followed a File and Printer Sharing Wizard in the firewall control panel. At the end it said
F&P Sharing might not work unless you enable
TCP / UDP Over IP, DNS and ARP.
I changed some settings in those areas to Allow and it worked - for 30 seconds and then lost the networked drive again.....
It seems if you drop the protection down to the Anti-Hacking only then F&P Sharing works with no further messing about. I'd like to use Medium or High and still use F&P Sharing but it doesn't seem straight forward.