So I finally got irritated enough with the radio that comes with the Blade Nano QX RTF (MLP4DSM) that I grabbed a Spektrum DX6i instead.
The Blade Nano QX manual says that you need to following configuration for the DX6i:
So - I programmed up the following:
Setup List > Model Type > Acro Setup List > Model Name > NANO QX
Adjust List > D/R Expo > AILE 0 70% Adjust List > D/R Expo > ELEV 0 70%
Both of these switch to 100% when you flick the respective switch. I guess I could also set a low rate for rudder here if I wanted - but I couldn't be bothered - yawing isn't too bad.
Adjust List > Flaps > NORM FLAP > Down 20
Now this says to toggle in and out of agility mode - move the flaps switch from 0 to 1 and back. This appears to work - the LED on the QX switches from blue to red and back.
But - when in agility mode - it stops responding to the pitch/roll stick.
Horizon Hobby support suggested resetting the radio program and starting again - which I did - same result.
Just on a whim - I changed the flaps from NORM FLAP Down 20 to LAND FLAP Down 20 - and this appears to work just fine.
I've queried this with Horizon - will get an answer in about a week I guess - based on how long they took last time.
So - the config I'm running looks like: