Me again...

Loads of problems throwing themselves up on the last home straight.

Clutch is heavy but will go into gear with the engine off, engine on it's loose and won't go into gear.

Do I need to bleed with the engine on?

Sorry fixed it, had the rare 3rd bleed point on master cylinder

I have same problem like you, so what the way out to fix that?

Same bleed procedure as slave cylinder but there was a bleed valve on the top of my master cylinder, bit fiddly to do in situ but possible.