I've noticed that my direct unvented cylinder discharges a small amount
when heating overnight.

It's a redring one, with air bubble expansion - I've already replensihed
the bubble, and while it has helped, hasn't stopped the discharge.

Basically, a slow trickle (a drop every few seconds) is discharged from
the pressure-relief valve (not the temp/pressure valve). I've also got
no record that it has been serviced since installed 3 years ago.

I'm guessing that this is a sign that the pressure-relief valve has worn
out and needs replacing.

The other thing is that it's supposed to have a protective anode, but
I've no idea where it is. There's relatively little corrosion visible,
but I did drain the system down and the stuff that came out of the
bottom of the cylinder was absolutely filthy. Additionally, when I
refilled the cylinder again, there was some leaking from around the
immersion heaters (though this stopped pretty quickly once the cylinder
had pressurised).

As you might expect, this is starting to sound expensive - any idea how
much a full service/inspection +/- valve replacement +/- new seals,
anode and other bits is going to cost, but more importantly are there
any hidden gotchas that are going to have plumbers rubbing their hands
with glee?