Hi Bvick,
That is good advice from Parkfell, you will not be able to get a CPL/IR without a class one medical so that should be your first port of call.
Regarding your PPL and where you should do it? Both options have their benefits and disadvantages. I did my PPL in the United States (a long time ago!), and I loved it out there. The flying experience in the US is very relaxed and very enjoyable it is very much geared up for GA. One of the benefits of going to the US is the weather, so from a time frame point of view you can get through a PPL reasonably quickly. Of course as you know, the weather in the UK, particularly the winter is poor and a PPL can take months and you then suffer from lack of continuity etc. Would you being doing the course full time or part time?
With regard to conversions, you can do a EASA/UK licence in the US therefore there will be no conversions to do. The only thing is (this was the case when I was there) that to fly solo in the US, you required an FAA class 3 medical, however this can be done in the US with an FAA doctor.
I loved my flying experience in the USA. After completing my PPL I went back for the following 7 years, and rented aircraft and accumulated the required hours to start the CPL course. Knowing what I know about flying in both countries, I am glad I had the US experience, however I am also glad I did my CPL in the UK. This was purely to get used to the UK airspace differences and congestion around London's airspace and the radio procedures.
I will be interested to know what you decide.
All the best with it.