Any question answered...

At about 2:20 in this video
they start working on the inner and outer limits on the front derailleur of an ultegra set. Just a single turn with the screwdriver seem to move the derailleur at least a millimetre.

But on my brand spanking new 105 set I turn the outer and inner screws with no response at all, the derailleur just doesn't move sideways. ....

^^ Detach the cable. The derailleur will return to the position where it's limited by the lower limit screw. Now turn the limit screw. See the derailure move? If no, check the screws / threads for damage, i.e. threading. ....

Thanks Howard.
OK, so I detached the cable on my front derailleur and started setting up the front gears again. Now the lower limit screw responds perfectly, just like in the video I linked to
above.
Eventually I managed to get the front gears working nicely, but this was achieved mostly by lots of trial and error trough adjusting the cable tension directly. Basically by way of detaching and re-attaching it until I found something that worked for both chainrings.
But the turning the outer limit screw still doesn't produce any movement whatsoever in the derailleur. It's a brand new bit of kit and I cannot spot anything wrong with the naked eye. I haven't taken the outer limit screw all the way out of the the derailleur body to inspect threading etc - it doesn't seem possible actually.