Have a look here!
http://www.caa.co.uk/docs/175/Lasors_Section_C.pdf
It only says that you must have completed "ALL" the flight training required before taking the skill test. It doesn't say anything about where you trained.
The only problem I can see is that you will have (or rather should have) training records at both schools and you may end up repeating (sorry revising) quite a bit.
The school that puts you forward for the test would at the very least want to see the other set of records to confirm you have completed the course of training.
I had a student ask me the same question the other day, but he wanted to do some in England and some in Germany.
I may have to ask the CAA about this as I know of at least one Spanish guy who could not do the JAR(UK) CPL training because he had done the JAR (Spain) ATPL exams. What a load of old b*l!cks.
My advice is to just choose the school nearest to you and complete the training there.
Good luck anyway.
FIS