I’m beginning to doubt that its a theme issue because I have tried a few themes now and it is doing it with everyone of them.
Just to reiterate the problem I have a few Pages, Categories & Custom Links within a menu. Everytime I now create a new link all Categories & Links are wiped from the Menu, but retains all Pages in Alpha order. To get them back on, I go into Manage Locations and reselect the Menu. However as I have said I am going round in circles because I add in a link and its back to square 1. The Menu is deselected in Manage Locations.
I see no end in sight. :-( Completely confused why this is happening.