This is a situation where there are 4 scenes in the build. The scenes are basically loaded 0,1,2,3. Each scene has a PlaymakerGUI in it. But only one of the scenes is where we have the user able to orbit the 3D objects... that's where the State Labels were seen jammed off in the corner off in space, (not over the 3D objects).
What fixed it was I found that there were about 3 or 4 button objects which had FSMs on them but with no states inside the FSMs. (These buttons had been duplicated and were not meant to have functionality... they were simply for visual button swaps). I deleted the FSMs from the buttons and the state labels disappeared in the build. I only assumed that the FSMs had the 'Show State Labels' ON inside.
Anyway, original problem sorted now.
Thanks!