Just to update: I moved to GNU Octave 3.6.0 and gnuplot 4.4.4 and that hasn't solved the problem. In fact it's created some more with the labelling of the axes and the display of the grid lines, see my other post).
Trying to put the legend in the nw location also doesn't put it in the top let corner, but somewhere in the middle of the plot (but still at the top). The space it takes (when boxed) remains the same though.
View this message in context: Re: Boxed legend not correct size
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