Last I got from the CAA was that at PROFESSIONAL level you can do the written exams under one member state and the flying under another (and, indeed, the medical under another) PROVIDED all the relevant states had an agreement.
The only way to find out, is to ask any of the member states involved.
Whilst here, if anybody wants to do PRIVATE flying - then the exams and flying must all be done under one state (as National air law may be different).