This seems to be occasionally culling things that are visible on screen when rendering with all world coordinates within the AABB and the same view and projection matrix... The code is pretty straight forward, so not sure what the issue is?

XMMATRIX xmproj = XMMatrixPerspectiveFovLH(fov, aspectRatio, 0.1f, 1000.0f);

XMMATRIX xmview;
xmview = XMMatrixTranslation(-x, -y, -z);
xmview *= XMMatrixRotationY(-yaw);
xmview *= XMMatrixRotationX(-pitch);
...
class Frustum
{
public:
    void update(XMMATRIX projection, XMMATRIX view)
    {
        frustum.CreateFromMatrix(frustum, projection);
        frustum.Transform(frustum, view);
    }
    bool contains(const AxisAlignedBoundaryBox3F &aabb)const
    {
        //AxisAlignedBoundaryBox3 is (min,max) but DirectX::BoundingBox is (centre,extents)!
        Vector3F p1 = aabb.p1;
        Vector3F p2 = aabb.p2;
        
        Vector3F size = p2 - p1;
        Vector3F centre = p1 + size / 2.f;
        
        XMFLOAT3 xsize(size.x, size.y, size.z);
        XMFLOAT3 xcentre(centre.x, centre.y, centre.z);
        bool ret = frustum.Contains(BoundingBox(xcentre, xsize)) != DISJOINT;
        assert(ret || frustum.Intersects(BoundingBox(xcentre, xsize)) == DISJOINT);
        return ret;
    }
private:
    BoundingFrustum frustum;
};

Well the docs just describe the create from matrix as taking "projection", and the other way does not work either.

XMMATRIX xmviewProj = xmview * xmproj;
...
frustum.CreateFromMatrix(frustum, xmviewProj);

This makes nearly everything vanish as soon as yaw is outside what appears to be a range of -1.0 < yaw < 1.0.

Yes, "xmview * xmproj" is the matrix I am using to test this with a single mul in the vertex shader (all my verticies etc. are already in world space for this). The only special thing is that it seems DirectX Math and D3D11 made a different choice on row and column major, so the shader matrix gets transposed. I guess I can try also transposing the BoundingFrustum when I get home, allthough the docs say nothing about needing to do that.

I am not sure what that says is different to what I said (although since the term D3DX does not appear anywhere in my codebase putting that bit of info regarding DirectXMath and HLSL there is not what Id call clear documentation, and I am pretty sure I came across the transpose requirement somewhere else, not on MSDN)?

I said I transpose the matrix for my HLSL shaders (i.e. the constant buffer holding a matrix for the vertex shader), it says nothing about transposing the matrix from DirectX::XMMatrix* stuff for use with other DirectX::* stuff. Anyway, transposing the BoundingFrustrum matrix for CreateFromMatrix does not work at all, it just makes some stuff near to and on one side of the world origin be in the frustum, everything else out, and the camera movement seems to have no/little effect, so going with that random idea being wrong. There must be some other issue? Is my contains method wrong?

Well that had the expected result of making the camera "orbit" the origin, and the frustum culling still culled things on screen.