Thanks for all the replies everyone, really appreciate it and its helped clarify our thoughts. A lot.
I have yet to hear back about one job, at a blue chip company, but have nothing else on the horizon and nothing else really to apply for. As I said, I can walk into a job back home, due to contacts and experience and I have nothing like that over here. On that balance, if I don't get this job I'm waiting to hear back from, we will head back to the UK.
To answer PiP, I have tried outside of the box, applying for Project Management contract roles, etc, and still no dice. The Australian Experience thing is laughable but true, especially in Financial Services where they are at least 10 years behind what I've been working in. So I guess the "experience" they are looking for is to unlearn a bunch of stuff. C'est la vie.
I'm relatively chilled about it, its been a journey (expensive one!), but we had pretty much decided last night that, after 9 months, we'd given it a fair go and I guess we aren't prepared to bang our heads against a brick wall anymore, this last job offer pending. Even if I get that, might only give it 6 months just due to the break clause on the lease we have.
Thanks again for the replies.