Generally mechanical dial thermostats are less accurate than digital thermostats, so they have what is know as an accelerator heater inside. The idea being that when the thermostat switches 'on' the heater also comes 'on' adding a tiny amount of heat to the thermostat to help it switch off a tad earlier than it would without it, thus reducing the temperature differential between it switching 'on' and 'off'. This heater requires a neutral supply to operate. Normally this is for room thermostats, so the occupants don't notice the difference in room temperature as the thermostat turns the heating 'on' and 'off'.
With a frost thermostat, this differential is not so important, so the accelerator heater is not essential (If it is in fact actually fitted. I've never looked) hence it not being shown in the diagram you posted above.
I guess the other diagram you refer to with the N is this one:
There could be several reasons for this, it may be a generic Honeywell thermostat drawing; or it shows terminal 2 as a convenient parking terminal for an unused N wire; or the frost thermostat does have an accelerator heater fitted and if you wish to use it, you can. I don't know. However, as you say:
The existing (frost stat only) installation had a 3-core flex with the neutral connected to a terminal block off the mains but not actually connected to the frost stat wiring terminals
Then I would use terminal 2 in place for the neutral and get rid of the terminal block, which I think you said you were going to do.
When you have the thermostat open, if you can see the internals, I would be interested to know if terminal 2 does actually have anything connected to it, such as an accelerator heater, then you will know the answer, and if you post back so will I.