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Now got the bottom row filled, and now know which of the U letters to highlight. A marvellous and brilliant puzzle that had me bamboozled for a long time.

Just about finished this on Friday evening, but frustratingly short of the two-word abbreviation to be entered in the last two cells of the bottom row. Could someone give me a nudge please.

One or two answers still to parse, but I am confused by the highlighting. If I highlight each U suggested then I am not highlighting what I consider to be the thematic material. What I am highlighting doesn’t seem to be anything, although I have tried to split it in various ways to come up with something.

Struggling.
15d has five spaces and (5) as the enumeration. Seems to be the only exception. Apart from the two columns with three entries, where one does not get squashed.
Would love a steer on 1a and 4a to get going. Only really got SW entries so far.

Just worked it out. Very clever.

Lumen,

15d is a 5 letter word
1a 2 letter "fair" in 4 letter market, the 4 the of which is extra
4a 4+1+3 letters, a middle letter of the 4 is extra

Lumen,
Foiled by auto-correct, 1a should read

2 letter "fair" in 4 letter market, the 4th of which is extra

My (inexplicable in retrospect) blindspot on 35a/29d disappeared overnight and now all done. A brilliant puzzle.

TonyNannini,

I don't want to give too much away but the rubric states "the L letters suggest the characters", and the use of characters is very important. You should have 12 characters in the bottom row before you add the abbreviation, as instructed.

Very clever puzzle. Loved the PDM for selection of the highlighting, not to mention the brain that spots the whole thing in the first place.
One small quibble: it's not clear (to me, at least) whether the two-letter abbreviation replaces what would otherwise have been in those cells, or adds to it.
I can rationalise it either way.
Any views?