Okay, so purely by accident I came across this post about OnlyOffice connecting to the latest Nextcloud version. And I found that apparently there is a problem with uBlock Origin blocking access to Analytics.js.
See this post: Will OnlyOffice support Nextcloud 34.0? - #7 by theking2
I have disabled uBlock Origin - and now it is working 
I guess this is a note to the developers though to look into this issue - if you can 