I nibbled back the slates above the hole, exposing a wooden board above the rafters which had previously supported the slates

I spent some time scraping off tar and re-laying slates. I added the rest of the supporting frame boards, screwing them to the rafters. Then I tried positioning the Velux frame (not shown here) on top of the supporting frame. It fitted well, but checking with a spirit-level, I found that the lower board was about 1cm out at one end, distorting the Velux frame slightly. So I removed the Velux frame and adjusted the outer supporting frame accordingly. Also, as Simon Nuttal points out, I needed to insert the ‘last’ (upper) piece of flashing first, as it is impossible to put this in with a roof-full of slates already there. The picture shows the complete outer frame and the upper flashing (ink-marked ‘7’) in position.

Note: I found that order to get the Velux frame back in position after the upper flashing was in that I had to trim the part of the flashing which slides up under the slates. I took about 10cm off using kitchen scissors. This meant I could push it far enough up under the slates to clear the fixing brackets on the Velux frame, allowing the Velux frame to be screwed to the supporting frame. Fortunately I found I had already nibbled off enough slate above the skylight hole to allow this. Pushed right up, the flashing came up against the next batten, but left room to fix the frame brackets. Then it could be slid back down to seal against the frame still preventing water penetration between the slates. Some side-to-side play was helpful too, again to allow access to the fixing brackets when the Velux frame was in position.

Then the Velux frame was placed back in position, nicely level this time. The squareness of the corners of the Velux frame was checked and the corner brackets screwed to the supporting frame. I found that the Velux frame could be distorted out of shape quite easily, so I took great care that it laid flat, level (for the horizontal bits) and square. The first (lower) piece of flashing was added. Then with much hacking of tar and cursing, the side flashing was added and tucked under the top flashing which was already in place.