IO, it should just be 'continue present heading', anyone sticking the word 'radar' in there is wasting a couple of syllables and needs to revise their r/t.
VMC-on-top, an ad-hoc IFR transit is 99% likely to be radar vectored to ensure separation from other traffic. So radar vectored through the CAS then released to own nav again (with confirmation of your position) when popping out the other side.
Now, something else to bear in mind. If you were to request an IFR clearance through Gatwick's local airspace for example levels will be allocated to ensure the separation requirements so, after all the identification stuff, confirmation of IFR etc the clearance might come back as 'cleared to enter CAS, fly heading 240 degrees climb to altitude 3,000ft on QNHXXXX'.
Now, with your IMC rating only qualification, what's the problem?