Yes - lists are known to Hyperkitty but no, no Archived-At header in received posts.
But, Bingo!
I hadn't looked at the log file immediately after trying to post a message so I missed this. I don't know the solution yet but ... what is this telling me? Something doesn't have the permissions it needs somewhere...
Jan 02 18:01:15 2019 (616) 127.0.0.1 - - "GET /3.0/lists/mailman3_test.udfcd-lists.org/member/udfcd.alert@gmail.com HTTP/1.1" 200 484
Jan 02 18:01:18 2019 (609) ACCEPT: 20190103010115.530.63813@udmailman
Jan 02 18:01:18 2019 (615) HyperKitty failure on https://udfcd-lists.org/mailman3/hyperkitty/api/mailman/urls: <html><title>Auth required</title>