I think I have found the problem, and from the looks of things, (since I have trawled the web looking for answers), a lot of people have been having this problem. I just tried downloading a different theme and all the pages worked straight away, so I know the problem is the Cutline theme itself.
The developer writes 3 how-to guides on his website, which show you how to get the ‘About’ and ‘Archives’ pages working:
https://cutline.tubetorial.com/
https://cutline.tubetorial.com/creating-archives-and-about-pages/
https://cutline.tubetorial.com/why-dont-my-archives-and-about-links-work/
but the developer doesn’t seem to think that people might use other pages apart from these, so the tutorials stop there.
In my case, I run a community radio station from wordpress, and we have ‘community’ ‘programmes’ ‘volunteers’ ‘training’ and ‘what’s on?’ pages as well.
From what I understand the developer wrote “Cutline” in a strange way, as discussed on https://archgfx.net/blog/2006/geek/blogging/import-wordpress
from the discussion here, it seems that if you want to get your imported pages to work, and show up on the menu you have a bit of hacking to do, because the Cutline theme wants your pages to be on yourURL.com/about or yourURL.com/archives or yourURL.com/whatever. I don’t actually know how to get my pages into these places, but at least I know what the problem is.