I'm in exactly the same boat as you, and about to book my first exam sitting and unsure whether to go with Austro or UK. I only intend to work in the UK but you never know what the future holds and as mentioned above the UK CAA have stated that for 2 years (I think post Brexit) you can convert your EASA licence into a UK one, giving you both an EASA and UK licence. So on the face of it, it seems to be more beneficial to take that route, than to go down the UK route.
The challenge is to ensure that the school where you do your CPL/IR/FI course and exams are an EASA ATO. I've spoken to a couple of schools in the UK who said they're in the process of applying to become an EASA ATO post Brexit, but I also heard that the cost to do this is expensive so perhaps some UK schools won't bother. In any case I guess you could just go to Ireland or somewhere else in EASA land to complete the practical courses/exams.