FTE
For the benefit of our FTE instructor...
My quote is still generally correct. If you have done your exams in the UK you have to do the CPL skills test in the UK. However, there are some FTOs based outside the UK like FTE and Cabair (in US) where you can do skills test. This is because they are CAA approved to do so (more the exception rather than the norm).
But generally speaking you CANNOT go to a non-CAA approved school and do a CPL skills test to receive a UK issued licence when you have completed the exams in the UK. Some states like Greece accept the UK exams but Spain does NOT. If it were possible I would have done so.