Ahh, but I was, in my loops, I was checking 30000 times for serial.available, and where there was, it was reading the data and sending that out (hence there was none).
I plan to test this circuit, I think:
http://mmcdlogger.sourceforge.net/ecu-rs232.jpg
So, make it RS232, and then take that to either TTL for arduino, or keep it RS232 and get the Laptop listening for data.
I couldn't get it working with just the wires direct to the arduino and those different baud rates - using this cable, I suspect request / response is needed, if no data stream is found.
If so, no problem, the code can adapt to that.