I added
logger:
default: warn
logs:
homeassistant.components.sensor.dyson: debug
homeassistant.components.fan.dyson: debug
homeassistant.components.dyson: debug
I have:
dyson:
username: !secret dyson_username
password: !secret dyson_password
language: GB
# devices:
# - device_id: PE9-UK-XXX5301A
# device_ip: 192.168.0.99
in configuration.yaml
And running tail -f on home-assistant.log I see:
2017-07-23 20:34:56 INFO (Thread-8) [homeassistant.components.dyson] Connected to Dyson account
2017-07-23 20:34:57 INFO (Thread-8) [homeassistant.components.dyson] Trying to connect to device DysonDevice(PE9-UK-XXX5301A,True,Pure Hot+Cool,21.03.08,True,False,455,None) with timeout=5 and retry=10
2017-07-23 20:35:03 WARNING (MainThread) [homeassistant.setup] Setup of dyson is taking over 10 seconds.
UPDATE:
When I ensure the Dyson fan IS was running when restarting HASS - switched on via the Android App - restart of HASS & set up of the Fan appears to be correct as I now see fan.pure_hotcool in http://192.168.0.42:8123/dev-state 
So it appears the problem is when the fan is in a stand-by state when HASS is rebooting
My configuration in the configuration.yaml
is:
dyson:
username: !secret dyson_username
password: !secret dyson_password
language: GB
devices:
- device_id: PE9-UK-XXX5301A
device_ip: 192.168.0.99
Logging returns:
2017-07-23 20:45:51 INFO (Thread-8) [homeassistant.components.dyson] Creating new Dyson component
2017-07-23 20:46:00 INFO (Thread-8) [homeassistant.components.dyson] Connected to Dyson account
2017-07-23 20:46:01 WARNING (MainThread) [homeassistant.setup] Setup of dyson is taking over 10 seconds.
2017-07-23 20:46:01 INFO (Thread-8) [homeassistant.components.dyson] Connected to device DysonDevice(PE9-UK-XXX5301A,True,Pure Hot+Cool,21.03.08,True,False,455,NetworkDevice(Pure Hot+Cool,192.168.0.99,1883))
2017-07-23 20:46:01 DEBUG (Thread-8) [homeassistant.components.dyson] Starting sensor/fan components
2017-07-23 20:46:01 INFO (Thread-1) [homeassistant.components.sensor.dyson] Creating new Dyson fans
2017-07-23 20:46:01 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool filter life device: DysonEnvironmentalSensorState(75,0,292.3,0,0)
2017-07-23 20:46:01 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool humidity device: DysonEnvironmentalSensorState(75,0,292.3,0,0)
2017-07-23 20:46:01 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool dust device: DysonEnvironmentalSensorState(75,0,292.3,0,0)
2017-07-23 20:46:01 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool temperature device: DysonEnvironmentalSensorState(75,0,292.3,0,0)
2017-07-23 20:46:01 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool air quality device: DysonEnvironmentalSensorState(75,0,292.3,0,0)
2017-07-23 20:46:01 INFO (Thread-9) [homeassistant.components.fan.dyson] Creating new Dyson fans
2017-07-23 20:46:01 INFO (Thread-9) [homeassistant.components.fan.dyson] Creating device Pure Hot+Cool
2017-07-23 20:46:31 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool temperature device: DysonEnvironmentalSensorState(75,0,292.2,0,0)
2017-07-23 20:47:01 DEBUG (Thread-13) [homeassistant.components.sensor.dyson] Message received for Pure Hot+Cool temperature device: DysonEnvironmentalSensorState(75,0,292.1,0,0)
Also, once the fan is turned off from HASS and left for a few minutes, it cannot be woken up from HASS again.
Turning the fan on via the app, the HASS interface does not update either.
UPDATE 2
What appears to be typical thing for us devs, disabling logging the problem reoccurs, LOL!
Thanks