"On step 4 in a weave, my step (man) is left foot back with CBM. Lady's step is right foot forward outside me (with CBM)"

Actually, the detail that enables outside partner is "in CBMP" not "with CBM"

"If our hip separation is no more than in normal hold, where does the lady's right foot go? My right side is blocking it."

No it's not. The movement is not square to either body, but on a diagonal - a diagonal along which you will find sufficient free space created just as you need it. There is no "empty" space to aggressively swing a leg into, but the continuous progress of both bodies means that space will be created just as it is actually needed.

"Most dancers i see (some are very good dancers) handle this by the lady opening her hips a little so there is space to bring her left leg outside the man."

A mistake, but one that is hard to avoid completely. The proper shape is to crease the right hip somewhat - this is not an opening, but a change of shape, identical in both partners, that preserves the closed hold while better accomodating outside partner movement. It is more characteristic of CBMP than the actual foot placement is.

"Coming out in promenade gives a similar (at least closely related) problem, but at least the technique book 'allows' for the lady to open her body and hips to cope with it in this case."

You will find that the top English coaches don't recommend opening the hips there. And certainly not the upper body at all.

"When i watch our dancing this weave 4th step on video there is an element of my partner leaning a little to her right, which i would like to eliminate. But i can't see how to do it."

Try to establish a strong left side (diagonally forward and left in the top), then crease the right hip back. The shape is the same for both of you and complementary, so if you do it, that will help her do it.