After much investigation, it turns out that one of the drives had an intermittent fault where after a random amount of time after power on, it would stop communicating with its host controller.  The random nature of the delay made it seem like it was always the last drive that caused the fault, even if the faulty drive had been inserted earlier in the sequence.
The PERC H200 card in our R515 server only seems to be able to see a maximum of 4 SATA drives installed in the hot-swap slots. During boot, if you enter the PERC H200 setup utility you can get a periodically updating display of the inserted drives. As I add SATA drives one by one, I can see them recognised in this updating display. But once the 5th one is added the display locks up and I have to power down the machine.  After a reboot only 4 are shown in this list. Is this a fault?  Or some limitation because I'm using SATA drives rather than SAS?
More than 4 SATA drives on PERC H200 / PoweEdge R515?