Well, just a final update on this for anyone who may stumble across the thread in the future. Turns out it was just a silly test to do - lesson learned there, but was done with best intentions.
In the 6ish months since doing the job, we have had some of the heaviest driving rain that I've seen in recent years, most recently last night, and not a single drop got past the flashing. So for a first DIY flashing job, I'm pretty happy with that.
I didn't go down the route of installing trays, and glad I didn't as it would have been no benefit in the end. Interesting bag of mixed opinions along the way, which is always handy.
Cheers.