I have good news on this one.
We and some fellow students sent an email to The Mobility And Transport of the EU Commission department a month ago. We recieved the answer and they tell us this:
"We had to get the answer cleared with our legal experts [...] After discussing your case with the relevant experts on our side, we would conclude that if all the theory exams have been completed before the withdrawal date and if the change to another ATO in an EU state is done before the withdrawal date, you will retain your credit for those theory exams for the normal duration of 3 years and may thus complete your training in this other EU Member State.[...]
This answer is without prejudice to any specific provisions that may be included in the Withdrawal Agreement that may be concluded between the UK and the EU, as well as any subsequent arrangement(s) that may entered into. While the content of such agreements remains uncertain all persons concerned are advised to base their decisions on the existing legislation to minimise the chance of disruptions to trainings."
So, of course this email it's not legally binding, but I assume this is the way EU would work if the worst situation of no-deal occurs.
I have to say I'm very hapy and thankfull that the EU commision helped us with this issue, and that they took the time to go through this thoughtfully, revising the case with their legal experts.