Thanks all for you input and links and I now understand what is going on.
The camera does indeed fire a pre flash and this is to calculate flash exposure rather than white balance. When using the pop up and a slave triggered remote, when the pre flash fire so does the remote. The camera then calculates the flash exposure from the combined light intensity. As a result is "sees" a higher light intensity, thinks that it will over expose and then throttles back on the output when it fires the pop up during the exposure. By the time this happens, the remote has discharged and is recycling and therefore doesn't fire. The result is LESS light during the exposure as in my 3rd and 7th histograms.
The bad news is that, at least in the 20D, the pre flash can't be turned off
The good news is that there is a cheap solution without the need for wires all over the place. Buy a cheap manual non dedicated flash gun which fires from a single centre contact and put it on the hot shoe.
Jessops do one with guide No 10 (m @100 ISO) for £10.99 which should do the trick. No need to modfy the flash gun. This will fire at the time of exposure and trigger all the slave units. The light out put can be controlled by the use of ND filers, tissue or a handkerchief in front of the flash tube. I've tried it with one of my bigger auto guns set on manual and it works
Off shopping in a bit