You are totally correct, I was pinging from my own network, in my ignorance thinking that if I use the WAN IP or DDNS address that it will route out over the internet. My bad....
So I did some more digging and uncovered an even stranger problem, possibly even a bug in the Draytek firmware. Here's what I did.
1. Checked the syslog (which I should have done before) and noticed that the ICMP requests from you were actually hitting a device on my network (192.168.1.4), not the router.
2. Checked the NAT/Port Forwarding settings and noticed that in one case I had indicated that TCP/UDP should be forwarded, but left the ports as default which is 0 (can post screenshots if anyone is interested and I am not being clear).
When I removed TCP/UDP and set it back to null (ie not used), all of a sudden I can ping using Wormly. That is surely a bug in the Draytek firmware which should, at least, stop you entering a protocol without changing the port number from 0.
Or is forwarding TCP/UDP to port 0 for a particular address the same as telling a router to forward ICMP pings to that IP address?