So, I owe BTCe a big apology.
It turns out that my bank never sent the wire. Crazy, my internet banking shows the transaction as a confirmed fully processed payment. I trust my bank, and never for a second thought they could be the problem.
So - unreserved apology to BTCe. I've made about 7 or 8 transfers to them, and this was the only one that had a problem.
Their customer service however, is appalling. I've spent weeks on end waiting on responses to support tickets, and the responses I have received are largely unhelpful, curt, and misleading (I think this is a language barrier issue).
I spent quite some time at one point thinking they had found my deposit, and were processing it, when in fact they were pointing out that they had already credited the deposit for which I'd supplied an incorrect SWIFT confirmation (Had several deposits for similar amounts sent at roughly the same time). Don't assume you understand what they are telling you in ticket responses, unless it is very clearly spelled out.
With any normal business, I would have expected this drama to perhaps drag into 2, maybe 3 days, given a few of the confusing elements of the problem. BTCe took just about 2 months.
But I no longer think that they're scammers.