DoubleOO
Good work!
You have clearly established that the Heljan will run just fine on its own and also that the Fleischmann has no bother either - even with the coaches. Therefore there is nothing inherently wrong with the rails in that bothersome curve.
That completely eliminates the variable steel conductivity theory, which I wouldn't accept as plausible anyway, unless it were issued in an official Hornby statement and I would most seriously doubt that.
I would like you to run the Heljan loco, together with the coaches, but reverse the loco end for end, to see if the misbehaviour remains the same. Also to try running the train over the curve, but travelling in the opposite direction, ie in reverse.
You really must check that the track is absolutely flat, not warped in any way and not kinked - the loco could be losing pick up contact due to the added weight of the coaches being just enough to tilt or move the track in some way, in which case the loco could lose rail contact intermittently with one or more of its wheels. Alternatively, there could be just enough track movement to reduce contact between rails and fishplate connecting them together. The first is much more likely, but the second is possible and even maybe both.
You need to swap that troublesome curve with another one and also to check if the troublesome curve REMAINS troublesome in a different location.
I feel sure that some combination of the above will identify and eliminate the problem.
As a last resort, one other possibility that I have encountered, although I am not familar with the internals of your loco, is that there could be a faulty wheel pickup strip inside it which, through some coincidental combination of forces, is losing contact when under load on that curve. This is unlikely but definitely worth checking out if nothing else works. Similarly a faint possibility that some loose strand of wire inside the loco is causing a partial electrical short, intermittently.
All problems of this nature are soluble - it's just a matter of methodical elimination