Ok, thanks.  It's strange that it doesn't default to not displaying blanks, particularly on a Time Axis, as effectively every date that is missing is a null value, so actual null values shouldn't be treated any differently.

I will add this to the above product ideas.

Is there a way I should be able to get the above to work without the duplicated axis, or am I better just reverting to WInCharts?

I would try creating a new datasource by iterating your real data that has nulls or no values and insert values based on the previous item. That way it interpolates the way you want. If that doesn't work out for you and you have a valid solution with UltraChart then you can continue to use it.

dt1.Rows.Add(new object[] { new DateTime(2021, 1, 1), 1, 4 });
dt1.Rows.Add(new object[] { new DateTime(2021, 1, 2), 2, 4 });
dt1.Rows.Add(new object[] { new DateTime(2021, 1, 6), 3, 2 });
dt1.Rows.Add(new object[] { new DateTime(2021, 1, 15), 4, 2 });
dt1.Rows.Add(new object[] { new DateTime(2021, 2, 1), 5, 3 });
dt1.Rows.Add(new object[] { new DateTime(2021, 2, 3), 4, 4 });

Ok, that was the conclusion I'd come to also.  I just wanted to avoid having Markers on those entries should I add them, but I think it's a small price to pay.  

Thanks for all your help.

Perform the following to exclude markers

stepLineSeries.AssigningCategoryMarkerStyle += StepLineSeries_AssigningCategoryMarkerStyle;
stepLineSeries.IsCustomCategoryMarkerStyleAllowed = true;

private void StepLineSeries_AssigningCategoryMarkerStyle(object sender, AssigningCategoryMarkerStyleEventArgs args)
{
var excludePoint = new DateTime(2021, 1, 6);
if (args.EndDate == excludePoint)
{
args.Fill = Color.Transparent;
args.Stroke = Color.Transparent;
}

}