StratRider's thread got me experimenting in the right direction (thanks jack7 for pointing to his continuation thread on ipcamtalk).
After some trial and error, all I had to change was to not use a name for each preset. Leave it as a number.
I had first set it up so the camera preset names matched the Blue Iris preset names. No joy. Now all works.
This may be specific to the 858 and my firmware, but it may help someone starting to look for a solution.
I've heard the IP2M-858W is a rebranded Dahua. Instead of ONVIF (OXML) I did try Dahua New V4. That was when I discovered the name issue. So that worked. Then I put it back on ONVIF, which also worked. So I left it there.