Worldpay Offsite Gateway not redirecting to Customer Order screen on successful transaction
It turns out this installation is working as it should.  When I uploaded the website to a staging server and tested on it, it worked as expected. 
 Redirecting me back to my Craft website, and showing the Customer Order screen whilst sending out relevant emails.  

Not sure if it has been documented anywhere, but seems that this doesn't play ball when working locally.