Where are we....?
I really have changed everything here. I changed apple ID email address, password, 2FA on/off, family sharing on/off, changed the physical Apple TV, change IP block it uses, and even confirmed the same happens on family sharing on a totally separate network and ISP.
This is down to my iTunes account some how.
I even got this today after buying something, and had to go in again to enter my password (again, as I had to enter to buy it).
Latest is they want an exact time (and time zone) of it happening, so did it on the call to them live, so they have details. We will see...