moleslayer - Yes I am aware of the Transition Level and Transition Layer, but they are not relevant to this discussion.
What I have said so far on the subject of CDAs is accurate.
In the approach phase when an aircraft is descended from a Flight Level to an altitude, the procedure in the UK is that on vacating the Flight Level the pilot will set the aerodrome QNH unless he has been requested to report passing any intervening Flight Levels after which he will set the QNH.
On climb out when cleared from an altitude to a Flight Level, that is the point at which the Standard Pressure Setting should be selected unless any intervening altitude reports have been requested.
The Transition Level at Heathrow has never been promulgated as it is not a datum which is relevant to the operation. It would, however, be available on request.
Regards DoB