I don't think it's a thermal relief valve. I think it's a pressure relief valve.
If it drips when you start heating, I would guess that the heat is causing water expansion inside, and the device that should accommodate the expansion is not working.
Unvented cylinders have to be repaired by people with an extra qualification, your regular boiler mender may be qualified, she will know if you ask. It is not a DIY job.
IIRC your Megaflo has a pocket of air inside that gets compressd when the water expands. With luck the service person can reinstate it. Some other types have an egg-shaped white cylinder, usually fixed to the adjacent wall, that can be swapped for a new one. I have heard of Megaflows being replaced under guarantee but I do not know the terms.
Unvented cylinders ought to be regularly checked for correct operation, this can conveniently be done during the annual boiler srevice. People will tell you they can be made to burst, but, like a kettle, you could only do it if you removed or blocked and overrode all the safety devices (hence qualified people only allowed to work on them) and AFAIK it has only been done on laddish comedy TV programmes.