Using the Newcastle zone as an example, if you are flying within it or under it then you must set the Ncl QNH; otherwise there is no way of ensuring separation between you and other traffic or ensuring that you remain clear of the zone if that is the intention.
This is the case for all other control zones, TMAs and MATZs within the UK.
There have been moves to at least make 6000' the standard transition altitude in the UK but expect this to take a long time.