Hi Jennifer!
It's fixed, yay!
So I got in touch with Affinity and they explained as so;
"As you have some transparency applied to the drop shadow and as PNG files support transparency, it's keeping that when exported to PNG. I expect i get is exactly what i see in Designer. JPG files don't support transparency, so it just uses a solid fill which give the drop shadow more of an effect when exported. If you edit the Drop shadow and increase the Opacity to closer to 100% you'll start getting a darker drop shadow and that will be kept on export"
Yep! That simple haha.
Thanks everyone who responded, I really appreciated all the tips
Stay safe,
Helen xx