Have an external 5v power supply for the COM.NB-IoT and inserted a SIM card and attached to the Core2. POwering on the external power supply starts LEDs flashing in the COM.NB-IoT and the Core2 boots up, so that looks like its all connected together properly.

Flashing the Core2 with the EasyLoader from the COM.NB-IoT doc page and connecting a Serial Monitor shows:
M5Stack initializing... AT+CSQ
AT+CSQ
AT+CSQ
AT+CSQ
with the AT+CSQ repeating every 10 seconds.

So it looks like there is a problem with the serial connection to the COM.NB-IoT.

Hunting around I found this repo: https://github.com/m5stack/M5-ProductExampleCodes/tree/master/Module/COMX_NB-IoT

That uses #include <M5Stack.h> which doesn't appear to work with the Core2 so changing it to #include <M5Core2.h> and adding #include <AXP192.h> to fix another compile error, and
this doc page https://shop.m5stack.com/products/com-nb-iot-modulesim7020g talks about changing:

    M5.begin();
Serial2.begin(115200, SERIAL_8N1, 5, 13);

to:

  M5.begin(true, true, true, false, kMBusModeInput);
  Serial2.begin(115200, SERIAL_8N1, 13, 14);

So all that gets it compiling cleanly, but still it doesn't talk to the COMX_NB-IoT and just gets repeating AT+CSQ.

Any help would be greatly appreciated.