Just to quickly let you know the response I finally got from Harvey Cheese when I asked whether they do in fact produce cheese in WA:
The Capel Crest Milk cheese, Harvey Fresh Mild cheese and Cape Leeuwin Cheese was made with WA cheese, however, it is labelled Australian.
That's a bit disappointing - only three lines from the whole company made in WA! We are also struggling to find a WA parmesan or equivalent, so if anyone has any clues on that front I'd love to hear from you. The best we can do at present is support a small local supplier of many WA cheeses by purchasing their imported parmesan.
However, another brand that didn't make the last post is Margaret River Dairy Company, and they DO make all their cheese in the Margaret River Area. Sadly they were bought out by a Chinese company last year so are no longer Australian-owned, but I checked with them and their cheeses are still 100% WA produced. Their cheese also tastes great!