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.
Better tell Solent then
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?
In the case of Gatwick I would ask for an IFR transit "not above 2500ft" (if I had only an IMCR). They should get the message from that.