If you wish to do the ATPL GS studies and exams in one JAA country, then carry out the flight training in another JAA country, you must first obtain the written consent of the authorities in both countries.
To avoid problems with the getting your licence issued it is essential that you get the agreements IN WRITING. Individual staff members in the UK CAA often change jobs, and when they do so they rarely leave a trail for their successors to follow.
This has been discussed on numerous occasions in the Wanabees forum. A quick search should reveal the past threads.