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After some googling this seems to be an issue that is not uncommon. Basically the left cleat / pedal is clicking.
The pedal and the cleat are brand new so there is not an issue due to wear.
Increasing the tension makes no difference but some dry lubricant spray stops it for a bit.
I have adjusted the angle of the cleat so that they are the same as they would be for normal spds incase there was twisting going on during the stroke but that does not seem to have solved the issue.
Has anyone else had these woes and solved them?
Odd clicks and clacks are common with Keos, which are poor quality and is why I sent mine back and got SPD-SLs, which are much much better quality, so I'm surprised to read about your problem. I would send them back to the retailer.
You're pedal will not be tight enough into the crank arm.
It's a big thread, which needs a big old torque down to get the threads to bind to the point there is no movement under force of pedalling.