Who could have guessed this would be so difficult.
I bought a Garmin Edge 520 Plus so I can navigate the excellent cycle routes on Waymarked Trails.
Here is london for example.
https://cycling.waymarkedtrails.org/#?map=12!51.5217!-0.1022
So the journey of learning new terminology begins, so do the thoughts of sending it back...
In the end (after 2 hours) I found a way.
What we are looking for is a Training Course (Garmin seems to think we are all athletes).
Go to Waymarked Trails and pick a trail, we will use London's CS3 as an example. Click the route to highlight it and you will see a panel on the right as below.
Click on the GPX button in the panel on the right to download the GPX file.
You will need to convert this with the correct options for it to be acceptable and complete.
Now go to
https://www.alltrails.com/converter (you might need to login, you can use
http://bugmenot.com/view/alltrails.com to find a login if you don't want to sign up).
Upload your GPX file on Alltrails and pick the following options.
Convert to: Track / Route
Download as: GPX Track
Route Options: Combine multiple routes into one route

Click
Convert file! (there is a short delay then the file will download)
You are now almost there
Go to
https://connect.garmin.com/
Click Training
Click Courses
Click Import
Browse for your newly converted GPX file (in our case cycle-superhighway-3 (1).gpx)
Click Get Started
Select a Course Type (Road will do)
You will see the Route on the map!
Edit the name with the pencil icon and click
Save New Course.
You can now use the
Send to Device option to transfer this to your Garmin.
So why the AllTrails bit in the middle, without this the file will not import, without the combine option you will not see the full route. Why is this so difficult on a device that is suposedly the best?