Never come across this one before. 3×9 MTB setup, and the chain is slipping under load.

Tried on all 3 front rings. Still slips.
Tried on various sprockets on the cassette. Still slips.
Fitted new freehub. Still slips.
Gears change beautifully, and it does not randomly jump into other gears, or make any attempt to.
Full drivetrain is spotlessly clean, the whole bike having been stripped, cleaned and rebuilt.
Cassette and chain not new, but visually in pretty good condition, no missing teeth, shark teeth, or anything like that. Very slight signs of wear only.

It does feel to be the cassette. And even the chainwhip seemed to keep slipping when I removed it. But I don’t understand how it can? It only does it under load, and as I say does not switch between gears, but rather feels like it’s running straight over the top of the gear it’s in. Sounds like a ratchet.

Before I spend my hard earned cash on new cassette and chain, I’m just wondering if there would be anything else causing this?

Cassette doesn’t need to be that worn, particularly if it’s older than the chain.

That sounds very much like a worn cassette. Especially if the chain whip won’t hold.

Maybe it’s time to dust off my wallet then.

Sounds like the chain is running up the tooth profile on the rear cassette under load, check it with a Rohloff HG Cassette check tool (useful if you a few bikes) or just go ahead and change the cassette – £20.

Best to play it safe and get a new bike. That should sort you out;-)