Thanks,
@hieronymous, all done now.
Once we have OzKona's input, which I'm certain will return clean oil, I'll try to bring the issue to a close.
No such luck, I'm afraid. At 4000km I flushed the reduction gearbox (post#171) to get as much of the crud out as possible - ie, a second oil change about 300km after the initial one. Today at 10,050km, ie after about 5700 km, the oil was again as black as the ace of spades. It also showed some colloidal material in the pan but not as bad as at 4000km. I could not get a decent photo of that - the phone camera picks up way more reflections than you see with the naked eye and every attempt was a fail.
Here's a side-by-side pic of new oil and what came out of the car:
Here are the two plugs. There is about an equal amount of very fine sludge on the magnets, but clearly they didn't catch much which is a real disappointment. I think we need KonaAU's speaker magnet (post#449) inside the transmission

To make matters worse, a few days ago I'm sure I heard the beginnings of the wheel of misfortune noise as I slowly drove up my uphill driveway. It sounded just like the leather flapper against the nails on the chocolate wheel, only not very loud. It varied with speed and if I went slow enough the individual clicks were clearly evident with a short space between each.
It happened only once and despite listening for it and duplicating the circumstances I have not heard it again.
Regarding the oil, I don't know what to do. It really is Hyundai's problem and their approach is fix the car when it breaks, so maybe I should not do any oil changes and let nature take its course.
But that goes against my grain. I look after my gear (pun not intended) and feel prevention is better than cure. It seems to me that an oil change every 5000km is required, but given the amount of crud in my oil after 5700km I'm not sure that such a regime will be effective in the long term. I feel it will just delay the inevitable so that failure will likely occur outside warranty. And in this day and age, the gearbox service interval I propose cannot be considered reasonable, despite apparently being required.
So what to do?
Just BTW, the oil that I took out at 4000km has been sitting undisturbed for over 6 months. There has been no settling at all, unlike KonaAU's 143km sample at post#449.
Anyway, I will send off the two jars of oil from today's exercise for comparative analysis and will post the results when I get them.