pairing

Are you referring to Bluetooth (BT) pairing here?

If the Bluetooth pairing exists already, select the Roam entry in the mobile device BT list - no need to pair it again. If the Roam is not present, then you need to put the Roam into BT pairing mode (flashing blue status LED) and pair it again with your mobile device. See this support link:

https://support.sonos.com/en-us/article/pair-sonos-roam-with-bluetooth

Than you for the advice

Done all this. Flashing blue light on Roam done. Roam icon does not appear on “saved devices” as it has previously (other previous devices do appear...head sets, etc.). WiFi is connected per Sonos app. Thoughts?

Try powering off the Roam fully (5+ second press on rear power button) - also power off/on the mobile phone too - then, when powered back on, see if the Roam appears in the Bluetooth list on the mobile. If so, see if you can select it to enable the BT pairing. The blue status LED on the Roam should stop flashing when it is paired with a device. Also perhaps make sure it’s not paired elsewhere to another ‘different’ nearby device.

Note, once you have BT-paired the Roam to your mobile, you do not need to touch its Bluetooth button again, further on down the line, simply select it within the mobile BT list - you only need to select the Roams BT button if you are planning to add/pair it with a different device. The connecting/disconnecting is all done on the mobile, once the pairing has been setup with that mobile… I mention that in case you’re perhaps trying to ‘re-pair’ things using the speaker BT button. Hope that assists too. 

Note that Bluetooth playback does not occur with the Sonos controller app, it is any other application that generates sound, once the device is connected via Bluetooth to the Roam. 

Being connected via WiFi only matters when using the Sonos software, not a Bluetooth connection.