sja.log is where I found the original error message:
Error No. 1065
Query was empty
The thing I have been ignoring is the difference in MySQL versions.
Warning : Source and Target MySQL versions are not matching.
Source : 4.0.15-standard, Target : 4.0.18-max-debug-log.
SJA may not work properly because of the difference in behaviour of concat_ws() across multiple MySQL versions.
Thought I'd mention that, although I'm synching several databases with the same version differences without any apparent problems.
Thanks for your help with this.