After a spluttering and stuttering start, I did have my remote access session with MS's Professional Support.
After confirming what had transpired before, he has initially been concentrating on the permissions aspect of the file(s) & folder(s). However, little progress has been made other than they seem fairly sure it is a permissions related issue.
Ultimately we aim to have a couple of remote sessions per week or more frequently as necessary; however, due to our other commitments, we agreed to have our next remote session next Friday, 30th June.
I guess this could be unmarked as a question (for McAfee) at least? In my experience deleting PDF's has often been problematic unless all hooks from your PDF viewer programme, Adobe or whatever, are closed using the Task Manager "Show processes from all users" option. Safe Mode usually works however. It's interesting that Microsoft have taken ownership of this.
It's not just .pdf files that cause this issue; for sure .txt & .png files also exhibit the symptoms, and possibly others which I have not found.
I (eventually) had my remote session with a Microsoft 2nd-level support tech. Although they explored various possibilities as to the cause of this issue, they were not successful in diagnosing the problem.
The issue has now been referred to Microsoft's 3rd-level support for further investigation.
Wonders will never cease!
I had a remote access session with a MS 3rd-line support tech. He just wanted to verify what the issue was.
However, his parting words were along the lines of
"As I removed all the partitions from my hard drive when clean installing Windows v1703, everything (including security permissions) gets reset to default .values."
He has now gone away to check what these default values are in 1703.
This would explain why 1703 worked OK after updating my 1607 system 'in situ' - the security permissions would not have changed from 1607 so, effectively, the permissions would be OK in both 1607 & 1703.
He's going to come back to me by Wednesday next week.