@wmaker Good news! All the lights are now in Home Assistant 
Suffice to say it wasn’t pain free, but it turns out reading related forum posts really does help from time time. Specifically https://community.home-assistant.io/t/homekit-accessory-protocol-hap-over-coap-udp-was-nanoleaf-essentials-bulb-via-thread-coap (helped me quite a lot).
Remaining issues:
- Needed to setup IPv6 specific rules in my UDM Pro to allow ICMPv6 traffic (that was a big one)
- Make sure on my HASSIO VM that these routes shown fe80 and the unique ULA addresses from the Nanoleaf bulbs:
ip -6 r
ip -6 a
ip -6 n
- ip-6 a and ip -6 n commands shown the ULA addresses for the Nanoleaf devices (they are different to the WAN and LAN v6 ranges). Needed to do a tcpdump to watch traffic on the HASSIO VMs interface to work out whether the routes were being broadcast and routed. Initially they were not due to the lack of IPv6 rules, but after the rules were added into v6 LAN LOCAL and v6 LAN IN on the UDM, and a reboot of Unraid and my UDM Pro, the routes appeared.
- Needed to pair all the bulbs with the Android Nanoleaf app first before looking at HA integration and have them appear on the Nanoleaf apps Thread network.
- Using HAP (Homekit Controllers) to do the integration… this last one was not documented anywhere.
In essence, if the bulbs are talking to each other by IPv6 UDP/ICMP via the ULA addresses (can be verified by looking for traffic starting with the ULA address via tcpdump), it means the OTBR/normal BR is advertising routes (expected behaviour). HA then sees this as a new integration via HAP and asks you to pair the bulb as if you were adding it to an Apple device.
The kicker was the PIN on the side of the bulbs were the key, BUT they needed to be in HAPs format! (ie. PIN on bulbs are xxxxxxxx, HAP asks for xxx-xx-xxx). Once that format was entered, it recognised the bulbs as Nanoleaf NL45s and paired as normal.
End result:
Courtesy of Thread’s performance, the lights respond in a split second from turning them on and off. Now working on the automations to have them work in sync with my sensors, but the biggest hurdle I’ve come across has now been cleared.
Sorry for the long winded post, but figured I’d update and close this one off in the event it becomes usual to someone that has a similar setup.