A subset of a vector space $\mathbb{F}_q^n$ is $K$-additive if it is a linear space over the subfield $K\subseteq \mathbb{F}_q$. Let $q=p^e$, $p$ prime, and $e>1$. Bounds on the rank and dimension of the kernel of generalised Hadamard (GH) codes which are $\mathbb{F}_p$-additive are established. For specific ranks and dimensions of the kernel within these bounds, $\mathbb{F}_p$-additive GH codes are constructed. Moreover, for the case $e=2$, it is shown that the given bounds are tight and it is possible to construct an $\mathbb{F}_p$-additive GH code for all allowable ranks and dimensions of the kernel between these bounds. Finally, we also prove that these codes are self-orthogonal with respect to the trace Hermitian inner product, and generate pure quantum codes.