Ok, for anyone coming through here, in the end I set the BIND: "{{.Task.Name}}" environment variable in the compose file I use on Docker Swarm. This seems to do the trick, I see the Infinispan cluster forming. I believe the issue was something to do with binding adresses used by JGroups and/or Wildfly, possibly similar to what was discued here.
I do not have to set JGROUPS_DISCOVERY_EXTERNAL_IP in the end from what I see. I did not change/add parameters from the repository example apart from the the deploy part for Docker Swarm.
/David