Sorry, I didn’t fill in all the details correctly. It worked. Sort of.
Unfortunately, I am now back to the same position I was to begin with. My blog is at robinshannon.net but WP thinks that everything is at lf.www.robinshannon.net so it shows only the text above the fold. No theme no nothing. And if you try to go to a full article it sends you to a non-existent page.
Reading a bit more I tried putting in the database username and password from my old site into wp-config for the new one, but that doesn’t seem to have changed anything. It’s still acting as a virgin WP site.