Ok, so.. no domain accounts on this particular player location (my mistake).
The reason (I think) that these additional folders etc are being created is down to some attempted remedial work done on this box prior (due to space issues occurring previously as well).
These took the shape of amending IE settings for retention from 20 days to 2 days & also amending a config file - SolarWinds.SEUM.Agent.Service.exe.config - to use only 3 SEUM users, then restarting the service. I think somewhere along the way, permissions have been screwed (it's a technical term) hence the profile errors & Windows is creating the additional folders as a symptom of this.
Think I may just perform a reinstall of the WPM Player / Recorder unless someone knows a quicker fix??