Found the answer here: https://social.technet.microsoft.com/Forums/en-US/c122b24f-b204-4c58-934b-830b67fd48e1/azure-joined-pc-no-longer-shows-local-accounts-at-login-scree-after?forum=win10itprogeneral
Access your local accounts on an AzureAD joined machine by typing:
[localmachinename][localaccountname]
You will then be able to access the local account as the PC will be able to find the path.
Richard Gill