Finally I solved this. I signed out of Bing and Edge on all my devices and PC. I shut down all instances of Bing and Edge on all devices and PC. On devices I actually shut down the app, rather than just putting it in the background. I then on PC cleared all cache and then shut browser down and started it again. I then did a search and clicked on the Chat tab, then it came up with the dreaded modal but this time the button had a different caption (I can't remember it now but something along the lines of sign in to chat) so I singed in, and then pressed Chat Now and it worked... I finally got the email to.
I then went to the email and clicked chat now just in case it was like a confirmation... and then I signed in all my devices and then also worked.
Finally..... I think it would have just never let me in if I didn't persist with trying to find a solution....
Hopefully this can help someone else.