You cant convert your ICAO CPL to the JAA ATPL, you have to upgrade your current license to a ATPL and then convert ATPL to ATPL. i have been having this conversation with them for a while.
Then you can do a ATPL skills test, but it HAS to be with a CAA Flight Ops Inspector from Gatwick, allow 15 weeks to book the test and it also has to be done here in the UK even if it is in the sim.
Hope that helps a little