OK as nobody seemed able to solve this I ended up purchasing another LTE router which allowed bridge mode. As expected it worked perfectly and I have now access to my VPN running on the USG from outside the LAN i.e. the WAN side.
Contrary to what @alzhao posted above this does work as Three mobile network in the UK does NOT use CGNAT so provides a public IP address when you connect via their APN 3internet.
The GLiNet AR150 is, unfortunately, now redundant which is disappointing as apart from the problem of outside access it worked great.