Validation of the connected non-Gaussian approximation used to obtain the mock parameter constraints in Sect. 4.2, which is described in Sect. 4.2.1. Histograms of the ratio of the approximate to exact covariance are shown, for the ‘binning’ (left) and ‘mixing’ (right) steps, for all elements of the bandpower covariance matrix across all redshift bins, measured using the super-sample covariance. The results in all other sections are obtained using the connected non-Gaussian component, calculated in full.