Do I need A levels?
Yes. No job is secure and and when times get hard in the World economy Airlines are hit hard. Get as well qualified as you possibly can be. A-Levels, Degree, the works. You never know when you'll need them. I know guys who have CPL/IR's and have never found that first job and have fallen back on educational qualifications to get good jobs in other industries (they're all paid better than me

). What happens if you fail a medical? What happens if you don't get through the training?
Don't put all your eggs in one basket. It may work out perfectly but there is always a risk that it will bite you in the arse and you'll wish you were able to fill out the box that says "A-Levels" on an application form.
As for A-Levels for the ATPLs. Well, not strictly but you will find that it will stand you in good stead. Even if you don't do 'traditional' flying subjects (I have Physics, English and Biology) the ability to learn (and pass exams) at that level will help greatly with the ATPLs - they're bloody hard work.