UPDATE - Solution found
With thanks to Alan I was able to resolve the issue. My two problems were.
- I didn't know how to set the correct paths in LaTeX Workshop on VSCode
- I hadn't corrrectly run the perl installation command from the tex-live installation page
Just a note to anyone struggling with the installation, when you get to the part with the perl script on this page. It will take at least 20 minutes - 40 minutes to download the necessary dependencies. I thought I had done something wrong, but in the end it all works now!
A big thanks to Alan for his help.