Well. I've managed to 'replace' the lost locking wheel nut adaptor. It took a bit mechanical bodgery, but it's done. In summary;
I bought a 2nd hand set of locking wheel nuts and their adaptor. These nuts would replace the ones on the Jag. Then I hunted around for an adaptor that closely matched the slots on the nuts that were sat on the Jag. With a felt tip pen. I marked on the adaptor, when the slots on the nuts were. Then it was into the garage and out with the Dremel.
The adaptors have 4 'high spots' on them. These 'high spots' engage with the slots on the nut. However. There are different adaptors (About 20 different ones). Of the 4 'high spots' on the slave adaptor. I had to narrow 3 and completely remove the 4th. I now had a weakened adaptor. Thankfully. I only needed to undo 4 nuts with it, then I could chuck it away.
Each nut was removed and replaced with a new one. I made a note of the letter that was stamped on the adaptor and (later) wrote it down in the Owners Manual. I made sure that I put the new adaptor in its correct slot in the boot!
For anyone looking. More often than not. It's cheaper to buy a set of locking nuts with an adaptor, than it is to buy an adaptor on its own. I actually bought 2 sets of nuts with adaptors. The whole lot was less than an adaptor on its own! I'll be keeping an eye out for a cheap spare adaptor, 'cos, you never know!
Bliss.....