It gets more and more confusing this attempted setup.
Powered USB 3.0 hub arrived. Plugged everything in:
HDMI-USB adapter
Wireless Key+Mouse adapter
USB sound adapter
Everything works, oh, except the WiFi/Internet. WiFi is connected but I can't ping anything at all, not even local addresses. I happen to plug in a normal USB 2.0 hub into the laptop with nothing attached, and the pings come back to life! Bonkers.
I also bought a 2nd HDMI-USB adapter to see if I can get everything on one hub/cable. Two at once didn't seem to want to work properly so I'll have a better play later.
I think the powered hub is what has got rid of the disconnects. I would have expected the laptop USB 3.0 ports to be up to the job but I guess not. But having the hub means only one cable to connect for 4 devices so it's what I wanted anyway.