I tried léonie 's suggestion but it didn't work 100%. I ended up spending a hour on the phone to Apple support (who were amazing... though just as confused with the issue as I was). Solution was a bit weird but it's worked.
It's like I had to remind my Photos app how I want to export photos.
To 'jolt it's memory', in Photos library select a couple random photos (different dates/locations) > File > Export > '...unmodified originals' ... in the options box that pops up, for the 'Subfolder Format' drop down select 'Moment Name' and click 'Export' and select somewhere to export to.
You'll end up with a couple different folders each labelled as a 'moment' (Location - Date) with your photo/s inside with their original dates as the created date
Seems like that reminded Photos app how I wanted to export photos... However, I was wanted to export about 800 photos over a 6 week period from many different locations, and didn't want 35 different folders.
So I repeated the Export process;
Selected all 800 photos > File > Export > '...unmodified originals' ... in the options box that pops up, for the 'Subfolder Format' drop down select 'None' and click 'Export' and select somewhere to export to. And it exported all 800 photos into the folder I'd selected and all with their original dates.
Both myself and the Apple Support tech were very surprised it worked but it did... though I swear this is cumbersome (now I can't 'drag & drop' to copy/export images to a USB like I used to. And I'm now running into issues with other programs (Photo Book services) not being able to recognise .HEIC files... but that's a question for another thread.
