Also, am I being really stupid, but is this the correct way to install the actual hardware? It seems not to me, because the screws it came with cannot possibly fit on to the board and the pi, the 40pin plug is just totally in the way: https://imgur.com/a/AZi1piY
I can’t join the board to the pi, they don’t fit for me. I’ve got a pi 4. It looks like I’m about three mm short. Yes I do have a male to female cable.
The Inky has a low profile SMT female header, there will be a small gap between its header and the black part of the Pi’s male GPIO header. Just enough to see the copper pins. That’s normal, its still making contact.
The WHAT box should have had a stacking header (similar to this but with slightly longer pins) in it which will bridge the gap. No need to solder, you push the header onto the back of the WHAT and then onto the Pi.
Yes it should work with ribbon cables, but you need to be careful with orientation to make sure the right pin on the GPIO header is being connected with the right pin on the board. Unfortunately this can vary, which why I try to avoid them. I think you need to rotate the Inky 180 degrees. I would have expected the first photo you posted to have been the correct way to do it.
If the white stripe is on the Pin 1 end of the GPIO header on the Pi it needs to be on the Pin 1 end on the hat. If its on the pin 40 end, pin 40 end at both ends.