Graham,
People are wandering off topic, the answer to your question is go to Parkers or Whatcar or Honest John and put in Shogun or Pajero. You will then get roadtest info on the later models from about year 2000 on.
I have a 2000 Shogun GDI and it is identical in all intents and purposes to a Pajero or Montero of the same vintage. Probably the only difference is the provision of foglights or the ICE and Satnav features and minor cosmetic items.
The older MK3 models did have differences it's true, such as adjustable shocks and more fussy climate controls but were still fundamentally the same vehicle.
I would refute the claim about underbody protection also, as a past owner of an imported car I found it no different in that respect except it was cleaner and uncorroded, probably as aresult of better servicing (washing) and running in an urban environment for all it's life. Extra protection at import won't do any harm but in my experience is not really necessary, to hear some people talk domestic Japanese cars have only painted metal on their undersides which is simply a myth.
I have been a member of POCUK for many years now but would say that most of it's membership is composed of people with the older models, support is thus geared towards them and owners of later models such as you and me are less well served.
I aggree the Pajero/Shogun/Monterro is an ace towcar though but it was seeing so many used as tuggers and talking to owners that convinced me, not journalist "experts"