TL;DR I have sorted it. Mea culpa, Joakim!
The masochists in the audience may enjoy the longer, more painful version; the technical elite may be content with smirks of smug superiority at what follows.
Please bear in mind that I intended to repeat exactly what I had done previously with the .z01 to .z24 files of the initial release - downloaded everything in the release (remember that, it will be important!), selected them all, right-clicked and extracted with 7zip from the context menu. No problems: I got 28k files… 28k good files, even if they weren’t the right files. It follows, logically, that on at least one occasion, I knew what I was doing - and despite the flaws of the inductive method, maybe, just maybe, I was not doing anything wrong this time either.
Anyway, when there was a new release to process I deleted the 1st 24 zips. Am I sure I did that? Yes… because if I hadn’t done that, the new downloads would have prompted to overwrite or rename and that did not happen, so I am sure I had the right files.
Except <sigh> I didn’t download everything in the release… and I might not have downloaded training_data.zip, which I think is in fact index 0 of a set of split archive files -in the zip files there is a Volume column… and looking in the (latest) zip the files are in volumes 0-5. That might have confused 7zip - I selected only the numbered .zXX files and it might have inferred .zip for volume 0 and got rather confused when it wasn’t the right .zip… though I would have expected the error behaviour to be different. i.e. Yes! I did have the right files! Alas, not all of them 
The gory details of the 7zip struggle were: not only did 7zip complain about .z06 being missing, there were heading errors (5760 files) and ~22k “unavailable data” errors for a total of 27, 579 errored files. 421 files were however extracted, but they were 1k x 1k files, IIRC.
But, rather than assume I had the moral high ground, I did try what @Birdstream suggested.
And the lesson is, when tech support ask you to check your device is plugged in and switched on, just go with the flow… regardless of certainty, one day you will find that the cleaner unplugged it for you.
Anyway. First I installed peazip; that couldn’t handle the archive format. So I then installed zipware, and that also complained about errors… but, remember the wrong zip file? That was in play there too.
Finally, I fired up an ubuntu vm, installed p7zip to be just like @birdstream’s system and had a look at the files that I downloaded again from github - they were fine!
So I re-downloaded for Windows - but this time I took the .zip and the .zXX files, and lo and behold, there were all the cropped images.