Im unsure as to where the smallest (non-splined) spacer goes. Anyone enlighten me?

Here’s how it should be fitted

http://si.shimano.com/pdfs/ev/EV-CS-M8000-3854B.pdf

That diagram confuses me. The lock ring spacer appears to be splined on hat diagram but the one I have is non splined and is bigger than the lock ring so doesn’t sit symmetrical after tightening the lock ring. The interface on the lock ring and smallest sprocket also seem to be designed to sit against each other as they have indents. …..?..

That’s just the lockring washer which is integral to the lockring. What look like splines are the keys that keep it captive on the lockring behind the threads.

Is it a 1.85mm spacer to go behind the cassette if fitting to a 11 speed freehub?

Cheers guys. Sorted it now, it is exactly that bigyan. The spacer comes with the hub not the cassette which is what threw me.