I have it working now.
I used the help text in Publisher (see below). Then changed the Language specification in the Character panel and used Automatic Hyphenation setting in the Paragraph panel. I think I the format of my downloaded Hyphenation file was wrong.
Managing hyphenation dictionaries
Hyphenation dictionaries are included for most languages supported by Affinity apps, except for Chinese, Japanese and Russian. New hyphenation dictionaries can be downloaded and installed manually.
To download a hyphenation dictionary:
Go to LibreOffice's GitHub page.
Select the folder for the required language.
Select the file for the required hyphenation dictionary. Its name will be in the format hyph_xx_XX.dic, where xx_XX indicates the language's locale ID.
Depending on the file's size, you will see either a Raw or Download button. Hold and click the button to download the hyphenation dictionary.
If your browser appends an additional file extension, e.g. .txt, to the download's name, remove that extension so the filename ends with .dic.
To install a hyphenation dictionary:
In Finder, hold and select Go>Library.
Open the Spelling subfolder.
Create a subfolder and name it after the hyphenation dictionary's locale ID, i.e. where the dictionary's filename is in the format hyph_xx_XX.dic, the subfolder should be named xx_XX.
Place the hyphenation dictionary in the subfolder.
Quit and reopen Affinity Publisher.
The newly installed dictionary is available in the Hyphenation pop-up menu in the Character panel's Language section.