Sorry - lookalike the forum messed up my link - the link is http://email.about.com/od/macosxmailtips/qt/Use_Multiple_From_Addresses_with_a_M ac_OS_X_Mail_Account.htm
The only difference is I'm routing everything through a gmail account - not iCloud. Maybe I could try routing everything through iCloud instead...
Yes, it is certainly working for me through iCloud. Before I entered all the email accounts into the one field in iCloud when I replied to any of the 4 emails accounts coming through iCloud, then it usually defaulted to the @me.com account. Now it replies from the same address the email was sent to.
For those reading who don't know what this is about, we are talking about adding all the email addresses to the one field in the iCloud account.
Add all email addresses routed through iCloud into the Email Address field shown above. Put a comma after each entry and leave one space (if you leave no spaces then when you save it will put a space for you). I have 4 added, you can see 2 under the blur.
The only problem I have now is I have to keep an account to be able to send a new email from it rather than from iCloud.