A long story, i will try to unravel
which unlocks the car and turns the ignition
Do you mean that the car is cranking? Or just that you can turn the key in the barrel?
That I can just turn the key in the barrel...
The key doesn't have an immobilizer chip
You mean it is missing the RFID chip (transponder)? In that case the key is pretty useless

If it is only missing the remote control (buttons) then it is ok, but no transponder means no start.
Missing the RFID CHIP TRANSPONDER (& yes it is pretty useless - i basically just have a key blade which is cut and fits) The remote control (buttons) is missing, however I have a completely different Peugeot 406 remote control (buttons) thing which is hopefully able to be reprogrammed i guess... but thats the least of my worries, for now: no transponder & no start!
The window drivers side won't roll up, pressing down on the switch makes it go down, I pulled the lead and used a paper clip to force it up but it just nudged and stopped. The window remains stuck down covered it with plastic bags for now
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This sounds like a mechanical problem. If the car has been sitting for a couple of years then probably the sliding mechanism is jamming.
Yep I believe its a mechanical issue, although I watched a youtube video of a Peugeot with drivers window all the way down and the person in the video said that's typical of the economy mode/no immobiliser/ whatever was wrong with the car in that video - I suspect it to be either... again, not a problem for now.
Simple diagnostic code reader says "linking error"
That does not say much. Better is to read the diagnostic codes with pp2000 as you've already ordered.
Yep my only worry is that if I have no keys with a transponder - immobilzer immobiliser chip - will I even be able to connect to the ECU/BSI through the diagnostics port!
Economy mode is on/present - I'm new to Peugeot and have no idea what I'm doing
No problem, the BSI (comfort computer) will go in this mode if the key is in the contact but the engine hasn't been started for after a while (i think 30 minutes). The only way to get it out of this mode is to start the engine. The engine starting is not affected by this mode being active.
Great
I had the car jumped using another and tried to start it but the dashboard lights just blink and it clicks (but doesn't sound like the starter is going - suspected no immobilser chip to be the fault.
That sounds more like a failing starter motor. Even if the immobiliser is blocking, the starter motor will turn normally.
I recall my nephew saying, in the begin it used to crank, but overtime it just stopped cranking, I believe its mostly because of the lack of a transponder now, plus (lol) the youtube video I watched the same thing happened to that person. (clearly I know very little)
Question 1: will I be able to connect to the car if the immobilizer is not present?
No.
Does this mean I can't connect the pp2000 to the car without having a key with a transponder? surely the cut key blade on its own should allow me to? Although I see the logic why it wouldn't...
FYI whilst it was jumped with another car, the electrics were working and so was the radio... =/
Question 2: where is the immobilizer code stored? On the BSI or ECU...
Both.
Can the immobiliser immobilzer code be read off the ECU/BSI? I believe its a 16 character alphanumerical code - well at least that is what the immobiliser transponder chip ID33 requires.
side note: (I'm typing that word twice so it comes up in the forum search if anyone else suffers) + I feel like a chump because I bought a zed bull mini to code the key and I think the PP2000 can do that using its software lol
Question 3: where is the BSI on the car? I've found the ecu under the bonnet... (1998 Peugeot coupe 406)
Under the driver side dash, near the door. It is kind of "behind" the fuse box. But I don't think you have to remove it, given the problems you seem to be having.
Okay, I did remove all the trim surrounding the steering column anyway, so shouldn't be a fuss getting it out if need be (Although putting it all back together

)
Question 4: I've ordered a blank transponder and transponder coding machine.... do I just have to read the immob code inside one of the control units (bsi/ecu) and write the code to the chip and hopefully it cranks + starts?
No i think the best procedure is the other way round. I think the transponder code can be quite randomly chosen, then go to PP2000 to "learn new keys" (google for "program 406 key pp2000" or look here:
https://www.youtube.com/watch?v=XhPgy4VM6IM).
https://www.youtube.com/watch?v=QE3lLwK79-8 this is the said video... kudos to this guy... (skip to 27:35 for economy mode window stuck down situation)
again - feel like a chump for purchasing a zed bull mini key coder...
Question 5: someone help me! Any information is useful.... I'm not a mechanic but I'm good with my hands and on the computer so I feel competent, but I have never dealt with a Peugeot
Here's another non-mechanic computer geek, I've always managed so you surely will as well

. Hope my information is useful!
Cheers pal! Its the individuals such as yourself that help the world go round!
Hopefully I can get more answers... will write up what I gather from my gander once the PP2000 arrives..
In the meantime, if its true I can't connect pp2000 without at least one key what shall I do? (what are my options)
I got the pin code from peugeot...
the information was apparently from peugeot database section "C1 - Internal" and there were other sections called "C2 - Restricted" "C3 - Confidential" "C4 - Secret"
I am extremely curious about those C2/C3/C4 sections, if anyone has any info on what they may entail, do tell!
Much appreciated.
Hooolagon.