Agh, that is so simple of a fix that has taken me hours to get to! I changed the path in deluge to /data/incomplete and it works.
So, essentially in the deluge app it will replace /data with the mapping to /mtn/user/downloads I mapped in the docker container? So, I have the following;
I created a share /mnt/user/downloads
Within which I created an incomplete directory: /mnt/user/downloads/incomplete
In the deluge docker settings /data is mapped to /mnt/user/downloads
Then within deluge I map incomplete to: /data/incomplete
Edit, I just downloaded a 1.5gb test file in less than 5 minutes, which moved to complete with no issues, so everything is working ! Cheers binhex, sent a small donation your way for the help.