It depends on the FTO's approach, but you don't necessarily need all ATPL passes to start CPL training, however, you need them to be in place prior to your flight test. As the exam pass record is held by the CAA and presumeably all would need to be in place to book a CAA examiner, does this not make it an irrelevance to have a completion certificate issued? In any case you should have your CAA issued pass credits with your individual reference number.