"I’m told by the IAA that I have to complete all my training in one member JAR state?"
I'm not sure that's correct.....I think you can do your hour-building anywhere ICAO, and then even say, do the CPL in the US (as long as they are a registered JAA school)....
I think you can do the IR in any JAA member state, but will add that the impression I pick up from friends who have got jobs recently is that its best you do it here.
I hope this helps and no doubt you will have quite a bit of extra advice soon. Good luck on your forthcoming flight test
Lee F