Remember that your IR skills test must be taken with a CAA examiner
Not true! If the UK is your 'Stae of Licence Issue', then the CPL Skill Test and/or ATPL Skill Test must be conducted by a UK CAA FE. However, you may complete any rating (instrument, type, etc.), including the associated skill test, in any JAA member state that has passed its LIST and MEST inspections and has achieved mutual recognition. So long as the training and testing was done in accordance with JAR-FCL, the UK CAA are obliged to add the rating to your licence.
It is perfectly reasonable to complete the IR training with Aeromadrid or Aerofan, have the IR Skill Test conducted by a Spanish DGAC examiner and have the rating included in a UK issued licence.