If the training you are doing in the US is JAA then there is absolutely no reason why you can't do the exams at any other school; if they tell you you can't it's a crock of horse-sh1t.
I was in a similar situation two years ago and I did three of the exams in advance at a different school from the one at which I was going to train. The exams that are easiest to get out of the way without any actual flying experience are Air Law, Human Factors, Meteorology and possibly Navigation.
I'll send you a PM with a specific recommendation in Norfolk.
Cheers
Whirlygig