Turbine stator vane segments have inner and outer walls with vanes extending therebetween. The inner and outer walls have impingement plates. Steam flowing into the outer wall passes through the impingement plate for impingement cooling of the outer wall surface. The spent impingement steam flows into cavities of the vane having inserts for impingement cooling the walls of the vane. The steam passes into the inner wall and through the impingement plate for impingement cooling of the inner wall surface and for return through return cavities having inserts for impingement cooling of the vane surfaces. A skirt or flange structure is provided for shielding the steam cooling impingement holes adjacent the inner wall aerofoil fillet region of the nozzle from the steam flow exiting the aft nozzle cavities. Moreover, the gap between the flash rib boss and the cavity insert is controlled to minimize the flow of post impingement cooling media therebetween. This substantially confines outflow to that exiting via the return channels, thus furthermore minimizing flow in the vicinity of the aerofoil fillet region that may adversely affect impingement cooling thereof.