The PNP must have been acting up as the CEL was on and the gear selector lights were flashing.
I ran the shifter a few times through the gate and the flashing lights have stopped.
The CEL light still lights up a few seconds after starting the car.
I used my BR Diagnose software to look for codes and to turn off the CEL.
No codes were posted! The software indicated that the engine was in closed loop but that there was a fault one of the sensors. No codes though!
I replaced both sensors recently and have checked the connections at the catalyst. Perhaps the original connectors by the dipstick are dirty?
How are these connectors separated?

Thanks again,

Dan