Ahha, I think you've hit the nail on the head.
I did some configuration of nginx and added some security headers, I've now changed the Content Security Policy and Referrer Policy (seems to be required by OSM) to...
add_header Content-Security-Policy "default-src 'self' always; frame-ancestors 'none'; img-src *";
add_header Referrer-Policy "origin";
...and its sort of working again as a images are embedded but they're all black rather than OSM tiles and whilst the markers are plotted the underlying table that is used by the plugin to add them is also displayed.
Its progress though, thank you very much for taking the time to look at this and for the pointer.
Edit : After playing around I've opted to disable these two headers. It seems the "frame-ancestors" field of the CSP also causes problems and despite trying the wild card to permit all the map didn't embed. With these disabled it all works fine and the OpenLayersMap embeds without any problem as it did.