Brief update.
The Wyse 3040 turned up today for under £20 inc delivery.
The CR2032 coin battery was dead, so the unit kept losing its BIOS config every time mains power was removed. There is not enough space to fit a CR2032 plastic battery holder, so I have carefully pulled the spot welded tabs/wires off the old battery, and 'taped' it to a new generic CR2032 battery. There was also an insulating ring fitted to the old battery which I cut off and refitted to new battery. Then wrapped it with plenty of electrical pvc tape before refitting into the 3040. Seems to work for a bodge.
I tried prebuilt image booting from usb flash drive, which worked fine with other x86 computers. It failed to boot on the Wyse. Got stuck at the 'Starting Openwrt' message at top of screen.
I then built a simple image using menuconfig for 22.03.6 and 22.03.4, with LuCI, and omitting the default selected 'Serial output'. The image boots up ok in the Wyse.
Next hurdle to overcome is how to include the openvpn packages after discovering I can't 'download' the packages because of kernel mismatch error!
https://forum.openwrt.org/t/newbie-to-menuconfig-how-to-include-openvpn-packages/183320