This topic has been covered a number of times but let's try once more.
- You wouldn't necesarely have to convert your CASA PPL to JAA. Only licence requirement for doing the JAA ATPL thoery and CPL is an ICAO PPL. (CASA PPL = ICAO PPL)
- You can fly with a UK JAA CPL pretty much in most of Europe (planes which are registered in JAA member states).
- Usually when you want to fly in another country (non JAA state) you have to go through a more or less complicated conversion progress. A friend of mine did a Kenyan conversion and he had to sit the 14 ATPL exams among other stuff. For Botswana I believe there is just a licence validation or similar required. Then you ofcourse need to have a right to work in the country - at least if you want to be there legally.
- To the last question if you would convert your licence in another country you would have two licences.
I believe there is a flight training organization called Western Australian Aviation College that does JAA ATPL thory and CPL courses under the UK CAA's approval so you could effectively do your ATPL exams and CPL there. As for the IR rating you might consider doing it in Europe in the first place. I know one guy whose conversion took 50h so it may get expensive. 15h is the minimum under the UK CAA.
Good luck!