OK so I kept taking photos that seemed quite dark. I thought I had set the EV settings but actually they need to be set using the front panel using the +/- symbol at the top of the dial and then use the right and left to adjust to increase or decrease. It will come up on the screen too.
The main function menu for EV really doesn’t seem to do anything to change the EV settings at all. Like when you press the OK button to get to the other functions.
You have to change the EV indirectly in a sense.
Settings dial on Olympus XZ-10. image: R.Conan-Davies