Ok. Never before had this problem.

Connect supply live and neutral to earth leakage.
Press test button and it trips. Cool.

Connect load live to bottom of unit. Press test button and it trips. Cool.

Connect load neutral to bottom of unit and press test button. Does not trip. Not so cool.

When I connect the load neutral to the unit, it does not trip.

Come now, my brothers, I need some more brains here.