Actually found the dumps here: C:\Sandbox\John\SysNativeBSODApp\user\current\AppData\Local\Temp
Didn't even know that I had a Sandbox!
The one in C:\Users\John\AppData\Local\Temp only contained settings and the installer stuff
I was using Version 2.15.3 (the one that wouldn't run full dumps)
I understand that there was a Version 2.15.6 but I didn't discover this until last week