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Even outside the UK the issue may be confusing. Personally, I've been in a situation twice (once as a student, once as a passenger in the back on another instruction flight) where the instructor requested the ILS 24 approach for Rotterdam and gotten it after some coordination with Amsterdam Approach. But the thing is, we were on a VFR flight plan in both cases. We never formally asked for an IFR flight plan to be opened. There was no indication whatsoever that our airplane was fully IFR capable, other than S/C on the FPL. There was no indication to ATC that the instructor was instrument rated. Yet both flights took us through the Amsterdam TMA, which is class A, without a formal declaration of SVFR. And in once case we actually went into IMC.
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I think that strictly speaking what happened there is that you asked for an
IFR clearance, got it, an IFR
flight plan got opened (implicitly) and then you proceeded IFR to destination. This can be done anywhere, but can take a bit of time because one may need to hand you over to a higher-up controller. My experience of doing it in France is that it either takes a few mins, or is instant if the controller is the same bloke.
What one cannot ever do, it seems, is an IFR
departure without a full IFR flight plan filed via Eurocontrol.
ATC's job does not include asking the pilot if he has the right bits of paper. Sometimes they suspect you don't but even then they don't like to get into this. I could tell a story or two...
In the UK, this whole business is pretty informal because of the large # of pilots who have the IMC Rating and who can and do randomly (and legally) switch from VFR to IFR in Class G. You can just turn up at any airport and ask for an ILS or whatever. The Q of whether you are VFR or IFR is not likely to be even asked. The exception is Cranfield
who will tell you to go away because they have training traffic - however if you flew there on a Eurocontrol flight plan they would have had to accept you.
In the UK, it gets more involved if you want a clearance into Class A but even those can be done. They have to hand you over to London Control or whatever.
IMHO the Q of whether FM Immunity is required if the conditions are VFR and the VFR/IFR flight status is never formally established on the radio, is a grey area.