They wouldn't ask that as there are no UK issued EASA licences anymore. Those that were issued are no longer EASA and are now considered UK CAA licences.
As for "Full ATPL" - that means an (actual) ATPL, not a CPL which is what you'll leave flight school with, and secure your first job with. You won't be able to get an ATPL until AFTER you've got your first airline FO job (you need to get a multi crew type rating and build the necessary flight time before you can take the ATPL skill test.)
As the UK are the good guys, they will recognise EASA licences for a while, so you could work for a UK airline with either. Hopefully common sense will prevail and there will be a conversion available at some point. In the mean time, if you intend to train and work in the UK then a CAA licence would be the logical choice.
Last edited by rudestuff; 19th Feb 2021 at 10:06.