Thank you so much for your reply!
And er....no, I hadn't gone as far as a couple of inches. I just pulled it out again, I should have come and checked for responses first!
It is a much finer yarn than I am used to working with either. Though it's beautiful one, a merino.
I had wondered if it's because the cables are kind of stiff. At the yarn shop she said it might be easier to work with bamboo needles because the cables are not as inflexible but she was out of the bamboo in the size I needed.
Not sure if that would make a difference or not. I have realized it's not the end where I initially closed the round, it's the other side of the sock where the gap forms.