Thanks for both the replies.
This is the connector that I received for the JST GH 1.25mm, it was unlike the ZH connector I have for the LD2450, this connector is open framed around the pins......not obvious from the photo at the time of purchase.
I could solder the wire but would really like the option to have a connector, afterall it does have the header pins for it.
I'm not actually debugging anything, more connecting it up and like the idea of having it modular should I choose to use the component for other things.
I saw this post and it appeared to have a connector that "appeared" to stay connected.