Hi I've gone through your video and everything worked seamlessly. however, when I hit the "I" key the Graph Editor does not automatically populate as per your video. I am sure it is something silly at my end as to why it doesn't work
Good work on getting it sorted Simon.
Posting a question and then figuring it out is always the way haha.
The confusing thing with Blender is that you can still have an active bone even when nothing is selected, so that is why you are seeing the yellow in the channel boxes but not in the GE or Dopesheet.