Thanks for the article Davin, I did try a different method through ArcGIS Pro that ended up working -
What I did in my first unsuccessful attempt was right-click the layer in the Table of Contents and initiated the "Share as Web Layer" tool through that - which resulted in it not uploading the attachments.
What I did the second time was share the web map as a web layer (I think?):
1) Loaded all my data, confirmed attachments accessible in ArcGIS Pro on desktop
2) With Map selected in Table of Contents - navigated to Share tab on toolbar > Share as Web Layer > Publish Web Layer
3) Fill in details as normally, had the maintain attachments geoprocessing environment checked on just incase
4) Analyzed and published layer
5) Attachments for the Hosted Feature layer are now accessible in AGOL
I guess my problem was I was initiating the Share as Web Layer tool through from the Feature Layer in the Table of Contents, while sharing the Map as a Web Layer via the toolbar gave me the result I wanted - and kept the attachments for each record in the Feature Layer into the.Hosted version in AGOL.
It's possible the difference is documented somewhere - but its not immediately obvious what the difference is from Sharing a Layer as a Web Layer vs. Sharing Map as a Web Layer - although it seems clear to me now in hindsight. Unsure where its stated that one method or the other does or doesn't keep attachments stored in an attachment table with relationship class. I just assumed if I was sharing the Feature Layer I wanted from the Table of Contents that the attachments would come with.
Henry