Thanks for the suggestions, here are the results:
Using DSP Studio Output settings to resample everything to the same rate - tried 44.1,48,88.2,96 - all allow consecutive tracks to play OK.
The Scarlett box was not the default windows audio output device, it was my laptop speakers. Changing it did not fix the problem though.
Play silence at startup for HW sync - no change.
Change ASIO buffer sizes - large HW buffers on/off, buffer sizes 5ms/50ms/250ms - no change.
Instead of ASIO I switched to "line out Focusrite 6i6 (WASAPI)" - no change.
I have a similar warning about sample rate changes in my manual, but it's in the section talking about manually changing the sample rate in the mixcontrol window - I can see that forcing it to change when you are sampling or outputting would not be good, but this is just sending a track at one sample rate, stopping, and sending a track at a different sample rate.
>>I have a Steinberg UR824 (another USB ASIO interface) and can confirm that it switches sample rates without any problem
I would hope Steinberg could do ASIO right! Useful to know some HW devices work OK.
I then installed Foobar2000, that has the same problem (though it's easier to fix as you just have to hit play)
So looks like its a problem on the Focusrite side - I've emailed them, will let you know what they say.