Looking at the Winstep homepage, if you expand the Dragon Xtreme image at top right you see sitting above the Shelf a NeXuS dock that has tabs, as opposed to the NeXuS dock at the top of screen that has no tabs. How do you create tabs on a new NeXuS dock like that? Nothing I try in settings seems to work.

The tabbed dock is called a 'Shelf', and is only available in Winstep Xtreme, which is shareware.

Yes I have bought a registered version of Winstep Xtreme, wasnt aware you could have multiple shelfs up though.

You can't have multiple Shelves, what you can have is a single Shelf with multiple tabs. Eventually Winstep Xtreme will add support for multiple Shelves (or tabbed docks, as you called them) but for now there can only be one.

Of course, now that you mention you have purchased a license for Winstep Xtreme, are you actually running Winstep Xtreme instead of the stand alone version of Nexus?

Yes, running full version with NexStart and WorkShelf. 9.5