To help anyone else who googles a similar issue - I set this all up and it was failing on HAProxy health check and wouldn't work. Digging around, googling, viewing the log etc, I finally noticed that the logs shows (for the health check after turning logging on for this).
….....is DOWN, reason: Layer7 wrong status, code: 405, info: "Not Allowed"
Googled and then realised that the code 405 is a HTTP code, and HTTP 405 is "Method Not Allowed".
I changed the health check HTTP check method from OPTIONS to a simple GET.
This resolved it.
Thanks again for to doktornotor for such a simple elegant solution.