After a workstation object has been created in a particular context, can
you move it ? I know I can move it from console1 but my question is
whether there is some procedure I need to follow, or whether it means all
my ZEN policies will stop working if they were workstation associated.

I noticed that after moving a workstation object, the registry value on the
moved machine, (the distinguished name of the workstation object) was still
the OLD context/ name. This had not updated automatically after the move
of the workstation object via Console 1.