Received this helpful advice from 'Keeping Up' on the boating forum. With the amount of hot tea and coffee we both drink, I expect to be changing bottles quite regularly.
The arrow on the auto changeover valve shows red when the bottle that it is pointing to has no pressure, it shows white when the bottle still has pressure.
The usual way of using it, is that you start with two full bottles both turned on; whichever way you turn the valve it shows white. When it turns red you have an empty cylinder but the valve automatically starts to take its supply from the other cylinder. At the first opportunity you need to change the empty one. You wait until you have the chance to change it, then you turn off the empty cylinder and rotate the switch which should then show a white arrow.
It is then safe to disconnect the pigtail from the gas bottle (an anti-clockwise thread); there should be non-return valves both in the changeover valve and in the pigtail, so you can leave the unused one dangling until you connect the new full cylinder.
Tighten it up and turn it on, then listen to make sure there's no obvious leak. Do not touch the auto changeover valve, which stays white until your second bottle becomes empty and you repeat the process with that one instead.
Sorted. The whole process is much less unfathomable and intimidating now.