And so this morning, I reopened the app, ready to create new characters and start again...
... and my party -the one I deleted yesterday - is back again. So are all the characters. But all the other character slots are empty.
So... it's now exactly how I wanted it ! It was just totally counter-intuitive in every aspect of getting there. No idea how my characters persisted when I wiped every single character slot, but looks like I can quest on from where I'd gotten to, so all good.