When I try and set a recording from the app, a message appears saying
'To watch this programme please switch on your BT TV Box and tune to channel (X) at (xxx)'
This never used to happen, what's going on?
Do you get the option to Record Episode etc though?
To the best of my knowledge that message has been there for quite a while & is not a recent addition.
Try re-pairing the app with the box.
As @TimCurtis mentions
Thats quite a common longstanding message if you select a programme from the schedule- typically you are given the record options and also instructions how to watch the programme on the BT TV box .
You should see progress of any recording request you have requested by the BT TV app on your mobile device by selecting in the BT TV app MyTV then Recordings List which gives further options to view Scheduled (recordings) and History (of recording requests)