Hi Brian, I appreciate you getting back to me. This is the d4 setting in the Custom menu. "Exposure delay mode". I just tried it again and switched it on and off and went back to the main shooting menu. If the delay is activated in the custom menu, then when I go to select one of the four Shooting menu banks, that setting carries over from the Custom settings and I will get the delay.
By the way, although I reside in the USA for many years now, my Grandmother was from Bangor. I sure miss the Welsh scenery!