Thanks again to Pipeline and Noel. Unfortunately after many hours trying to fix the problem using your suggestions, I really am no further advanced in having a good quality trombone play as my Melody instrument.
First, using Noel's last post methods. First let me say Noel that the trouble you go to with numbered instructions and screen prints is fantastic and very easy to follow!
Re "Instruction 2." the settings are the same as shown #1 to #4.
Re "Clicking on button 5" and then going to "6" for the Default Synth, there are none shown and I had to manually navigate to where Coyote is installed. Incidentally, that location is in Program Files (x86), which I believe indicates it is a 64-bit program. Listed within this Coyote heading is a first sub level of 'CoyoteWT'. Then the following list:
?CoyoteWT
CoyoteWT.dll
License
ReadMe
RegDxi
unins000.dat
unins000
I am wondering which level you are supposed to click on to make it jump into place. They do all seem to be there in the info that is trying to be transferred.
I am not sure about that yellow question mark over the illustration on the first item?
However, the program still does not install as an Added VSTi plugin and you get a message saying,
"C:\Program Files (x86)\Coyote\CoyoteWT\CoyoteWT.dll is not a valid VST plugin! Note that only 32 bit plugins can be used. You can use 64 bit plugins if you have jbridge installed, info and purchase at www.pgmusic.com/jbridge.htm."
I tried other ways of installing it with Band-in-a-Box such as in the main screen Plugins for the trombone but they all resulted in the same message.
The net result is that any time you go to Options, Midi/audio driver setup, you get the message "No DXi synthesizers are installed.etc."
I am wondering if the problem really is that I do not have jbridge installed? And so I have ordered a copy to download. Unfortunatley it might take 24 hours before a get the download details from the jbridge supplier. I also am wondering, as I said before, why the program was working with no problems whatsoever until three days back? Maybe I had jbridge and it got lost somehow? I did a search but it is not there.
A couple of peculiarities I have observed.
1. Although the trombone is not playing when I play the file, it does play when I am entering melody notes in the Notation window. So I can put tunes in but I cannot play them back.
2. When I am playing my files, there is no sound from the Melody track, but when I stop the tune playing, the very last note the trombone was playing does sound through the speakers. Very strange.

I also tried Pipeline's two suggestions and did end up with being able to install and alternative synth 'Synth1'. Everything worked fine with the instructions but it did not have individual instrument sounds, like the trombone, as far as I could tell, and all you got was an electric keyboard playing everything. At least it showed that the installation method for 'Added VSTi Plugin' is okay.
I am wondering if the Coyote GM Wavetable synth from my Band-in-a-Box Audiophile disk is maybe corrupted?
Sorry if I am seeming a bit dense on all this but my reason for absolutely loving Band-in-a-Box has always been its main claim, "Band-in-a-Box is so easy to use!" Anyway, as I said previously, I used to be a big Windows fan also but Windows 10 has cured that and I still wonder if it is the cause of the problems I am having?