I have just purchased a new 11s chain for the bike. Its a KMC with the missing link set up, goes together fine but I cant for the life of me get it locked. It sits about half way along the slot, the whole chain is brand new so should be fine.

I have tried taking it off and doing it with no load on it but still the same problem.

Does anyone have any tips for this?
Having looked online everyone is saying take it for a ride however spinning it by hand on the stand is making the chain jump off so taking it for a ride would probably be the same.

It is probably of the non-reusable persuasion, so it gets permanently deformed/locked when installed, like the SRAM PowerLock links.
You can install it either using the special pliers or ”manually”: make sure it is on the top side, above the chainstay, then press on the crank while holding the rear brake.

Park Tools do a single tool for fitting and removing, vs KMC’s two separate tools for the job!

http://www.chainreactioncycles.com/park-tool-master-link-pliers-mlp1-2/rp-prod109888

Or bodge it. Usually a hefty force on the cranks will snap it into place. I’ve also got electrical crimp/cutter tools that happen to roughly fit in place and sometimes will snap them on or off.

I’ve found the KMC ones to be C@#p – having the same issue as you – I’m buying Shimano ones now.

The instructions on the kmc ones mention the “stand on the cranks” method to lock them, has worked for me with no problems.

Having looked online everyone is saying take it for a ride

Yes, take it for a very short ride, a quarter of a pedal stroke should be enough.

I’m buying Shimano ones now.

Don’t be daft.

other shops are available

excellent bit of kit btw