The my documents folder for each user is mapped like this for
example:

\\ServerName\mydocuments$\Alex Shirley\Alex Shirley's Documents

Folder/share permissions are set up as recommended in white papers.

My documents folder path is stated in GPO (via the editor).

There are network drives attached for their departments which work
perfectly well in any scenario (including outlook).
My documents folder isn't mapped as a drive letter.

Many thanks Brian...