Tripping the crowbar at 15V when the nominal supply is 13.8V is cutting it too close IMHO - that is less than 10% overvoltage. Look at crowbar set points on commercial supplies - They are usually 20 or 25% above nominal output voltage. Running it too close may very well result in unwanted crowbar action with inductive/capacitive loads or load transients.
So that would probably explain why its tripping when I connect a load So maybe I should increase the diode voltage to 15.7 or 16.4 by adding one or two regular diodes (0.7v) in series with the 15v zenner or just replace the 15v zenner with a higher voltage one...I'll have to look up which voltages are availible and experiment! (I love experimenting )
UPDATE: This has been confirmed as the cause of the problem... Without changing anything I had the idea to reduce the power supply voltage to 12v to test it and that solved the problem... the Crowbar never tripped, even when I quickly connected and disconnected the load many times so I recon that if I set the crowbar to 16.4v by adding two normal 0.7v diodes (say 1n4007) in line with the 15v zenner that should do it. (I would imagine that most items would survive at 16.4v without too much damage)