Hi again,
I have been in touch with the motherboard manufacturer (Gigabyte) who recognise the problem and state that: "It is related to Intel driver not detecting hot plug monitor with audio function."
I have attached a screenshot from Gigabyte that represents exactly what I see when I unplug the HDMI cable or turn off the receiver.
Searching the forums indicates that lots of people are experiencing this problem - it's pretty widespread, and all of the evidence appears to be indicating it's an issue with the Intel drivers.
Any further ideas/help would be appreciated.
Many thanks.