Aha!
I had a Deity selected the
first time round but it seemed not to toggle, then I clicked Ex-member, went into Deity, tried to use "other philosophy" and I think that's what broke it...
I'll have to choose a similar pantheon deity to what I was after (using Zeitgeist but I'm going to use "insert other alignment appropriate god here" to represent that... ) and should be golden.
By the way, if your character's (for background reasons) alignment has slipped since becoming an ex-member, it will show a red background tab (for other people, I'm not as bothered about that bit...)
The Second Domain is still showing though, but I can manual that bit