Two images: image 1 shows you which is the "Read Status" column image 2 shows you how to use the column picker symbol on the upper right of the thread pane to select columns to display (or deselect if you want to hide them).

There is another characteristic to distinguish read messages from unread messages: unread messages are displayed in bold characters

Those 3 column headings don't show on my screen (From, Date, Size) so the 'Read Status' button doesn't appear on their R either! How can I get these headings to show? (None of my emails appear listed in bold! - which doesn't bother me!) Any further advice much appreciated!

Are you using "Cards View" in your thread pane?