Ah, my mistake here.
It doesn’t matter which button is highlighted (“Show a message” or “Redirect to URL”). The problem was good old user error:
The form I have is quite long and instead of loading the redirected page, it loads the form page again but at the bottom of the page and without the form, meaning that the content is at the top! All I had to do was scroll up! 
So, something wrong with my redirect, maybe? The address is good, so I am not sure why this is.
Thanks,
Nick.