# Turn the camera off before connecting to USB.

That simple.

I eventually went through the manual page by page & that was the only thing I hadn't done.

Switch it on again once connected, then CCP will immediately identify & connect to it.  
Whether you connect before or after launching CCP appears to make no difference. 

Once connection has been established for that session, it then appears you can re-connect at any time & it will still be recognised - it's just that first time.

Needless to say, it was one heck of a "D'oh!" moment. I just hope it may be of some help to future Googlers.

***Late note:***  
This was tested only on Mac & only on a D5500.  
Would appreciate confirmation (or otherwise, with details) of it working on Windows or other Nikons.