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I have taken the NMEA-out from the 3100 Wind instrument and led it
directly to the NMEA-in on the autopilot, as when I connected the wind
NMEA output onto the NMEA bus, the GPS data was affected, I assume
from having 2 NMEA 'talkers' on the same bus.

Indeed, that is not possible, therefore you need a multiplexer.

As for the difficulty in hooking up the units, the Navman manuals are
pretty clear on the hookup. The white wire out of the 3100 Wind is
the NMEA out. The ST4000 manual is not as clear, as it has a Red and
a Blue which are NMEA +ve (Red) and -ve (Blue). I've hooked the
NMEA-out to both the red and blue and hooked up the NMEA (-) to each
also, but so far have not had any luck in getting it to work. Maybe
someone more gizmo savvy can explain +ve and -ve...

The input of the ST4000 is isolated from the system, therefore the terminals
are called +ve and -ve instead of in and ground. To connect the 3100, hook
up the NMEA out from the 3100 to the +ve of the ST4000 and connect the
ground/com of teh 3100 to the -ve of teh ST4000.

See www.shipmodul.com/en/connections.html. Your case resembles Fig.4:
single-ended to differential. Substitute "multiplexer" with "ST4000".

Meindert