Hi Brian,
I did think it rather odd, but I milled and filed a small bit of mild steel down til it fit the keyway on the shaft, and it was 4mm wide. When I fitted one of the change gears, the key slot appeared wider than it was tall, and a quick measurement with digital calipers gave me 3.5mm high. This did surprise me a bit, as I was expecting it to be 4mm, although measuring the height of the key slot accurately was a bit difficult with the digital calipers, so that may account for it. It does look physically wider than it looks tall, though.
The bit of mild steel I cut down to 4mm is still 6mm on the other dimension, and I am having difficulty on figuring out how to hold it in the vice to be able to mill it down to size on the other dimension, so I'll have to think about it for a bit before I continue – I may end up having to make a special jig to hold it for machining! Just realised, I may be able to clamp it directly to the milling table, as the piece is longer than I need for the key, so I could clamp it at either end and mill to 4mm high in the middle.
And as you say, it is a straight key, not a woodruff key, sorry, old mart 
Thanks
Ricky