Can anyone tell me, or point me in the right direction (have searched and can't find) the correct format for the "Chapter File" (extension *.kdvd?)
Figure it might be easier to create a file than to set all the chapters manually...
Thanks.

Could it be dvdauthor? dvdauthor is an optional dependency for kdenlive.

Turns out I was a bit confused... The *.kdvd file is actually the save file for the DVD Wizard, not just the chapters. Figured out how it worked (saved the file with a few chapters designated) and then added all the chapters I wanted manually, anyway.
All good!
Thanks.

In the latest versions of Kdenlive it is possible to use guides to create DVD chapters. For instructions see:
http://userbase.kde.org/Kdenlive/Manual/Project_Menu/Render#DVD_Rendering