Very irritating the way the latest upgrade of the player doesn’t have a button for “play all by the artist”.
Quite a lot of googling and an answer is found.
Once you get to the artist page (listing of tracks next to album covers), if the progess bar at the top is not blank, tap the back arrow (two triangles pointing left) repeatedly until it is. Turn Shuffle on. Press play. It will now play all tracks regardless of album.
The key is to have a blank progress bar at the top. If you select a track, it will only play that album. And if you press play without skipping back first then it will just play whatever you were listening to previously.