A few gaps in the info given in the original question... You're not really asking for a MATZ Crossing at 4000ft, as in most if not all cases in the UK you'll be above the MATZ, so that doesn't count?
Is the NAVEX IFR or VFR? If the former then Widger is correct you should be flying at FL40 as it is above the TL for most areas in the UK?
I'll assume VFR, and that you'll be in Class G airspace... Radar service is not mandatory, but are you expecting to request one (which would have to be RIS as RAS is only available to IFR flights)... then the Controller will, probably, advise you on the setting they would prefer you to use (either QFE, QNH or RPS)?
if they don't, and you're unsure, then ask for confirmation? Under a FIS there's less of an issue, the Controller has no mandate to instruct you to fly on a setting if you cannot, or are unwilling to, comply (they might get a bit tetchy if you do refuse, it's really their problem but a polite rejection with a reason might smooth things down a bit)
IMHO your problem is much more likely to depend upon your instructor... (s)he will have their own ideas/opinions and would probably prefer to see you going along wth those...