You’re right I was using the widget. There were no # in the headings. That was added dynamically by the TOC plugin. I switched to the shortcode and it worked, but I wanted to use the Widget version.
I couldn’t get the Divi visual builder to load with the Widget-version of the EZ-Toc, but I can with the shortcode.
Update – I’ve now downgraded back to V1.7 which I was running previously. It works with the shortcode and widget perfectly.