Whatever the intention of the JAA, JAR-FCL 1.065(a) does not require that all training must be completed in a single Member State. All that is required is that an applicant demonstrates to the State of Licence Issue that all of the required training has been satisfactorily completed in accordance with JAR-FCL 1. No statement is made as to the state in which any of that training must be completed.
The provisions of JAR-FCL 1.065(b) to which Keith refers, relates to a different situation where, for example, an applicant, having started training under one State of Licence Issue wishes to change to another part way through, perhaps because of an enforced re-location. It does not prevent a candidate from completing training in multiple countries whilst retaining the same State of Licence Issue.
The only clear restriction on mobility of training is JAR-FCL 1.485(a), which states that the entire set of theoretical knowledge examinations must be taken in one Member State.
Ultimately, it is up to individual Member States to decide what they will and will not accept and the only way to determine whether you can do what you wish to is to consult the Regulator in the State of Licence Issue (presumably the LBA in this case).
This will, unless intentions change, be entirely different under EASA where, it is intended, there will be no restrictions whatever. You will be able, for example, to undergo theoretical knowledge training in one country, take the exams in a second, undergo flight training in a third, take the skill test in a fourth, complete the MCC course in a fifth and have the licence issued in a sixth.