Stronglight, thank you for the exploded diagram. Very clear and saved to my hard disk.

southpawboston, the axle keys both broke in the same place, neatly in half, across their holes, their weakest points, where there is least metal.

When the indicator rod is pulled it does indeed pull the axle key to the right, moving the clutch along the main axle as it does so. If the axle key had broken in use I would immediately suspect the clutch was jamming on the main axle somehow. However, when I'd finished putting the hub together and was pulling the rod (going, 'Wow, it works!', as you do) there was no apparent problem. It was after I unscrewed and removed the indicator rod, and while I was fitting the wheel to the Rudge, that it broke again.

Or... the Rudge was in the lock-up garage that I rent, minus the wheel which I worked on at home. With the axle key fitted and the action of the indicator rod checked, I unscrewed the indicator rod to prevent it getting caught on anything and perhaps getting damaged, or damaging the axle key, while I did the following:

Fitted the assembled hub gear to its shell in the wheel.
Took the wheel to the garage.
Fitted the wheel to the Rudge
Rode the Rudge, still without the indicator rod, back to my flat around 3 quarters of a mile from the garage, where I was going to fit the SA controls in the comfort of my living room.

I know the axle key was broken by the time I was half way home as I stopped at a bicycle shop on the way and tried to screw the indicator rod in to show the shop owner, who'd never seen an SA hub before, and it wouldn't bite then.

My earlier question - could the axle key have moved and got wedged somehow and broken without the rod screwed in, doesn't make sense to me now that I remember that there's a spring between the RH axle cone and the clutch that should keep the axle key from moving as it pushes against the clutch.

The only thing I can think of now is that the breakage might be something to do with the action of the hub - when pedaling there are moments when there is play as you pedal, maybe and inch or so of pedal movement. I guess anyone with experience of riding with an SA hub will know what I mean although I have no idea what is happening inside the hub at these moments. My Torpedo Duomatic does a similar thing.