Hi Dan!
For mesh convergence analysis, we do not generally refine all the mesh, but instead identify the location of interest and refine the mesh around this point. locally. Please try and implement such strategy in your model.
I would also keep the following into mind:
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As you have a thin-waled model, you need more points across the thickness to properly capture bending deformations. Please specify manual size for your base mesh, so that you have at least 4 points across the thickness. You can achieve this with your 2nd order mesh + a maximum edge length half the wall thickness.
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Your multi-part assembly needs bonded contacts, which are automatically created. As the mesh is non-conformal, these contacts can create stress concentration points. To avoid this numerical artifact, please fuse all the parts together. You can do so in the CAD Edit Mode with a Body - Boolean - Union operation.