According to latest list of approved establishments (dated 31 January) on the FCL website. PanAm are approved for the flying element of the Modular CPL and Modular IR and for the MEP Class Rating. They do not hold approval for the Modular ATPL theoretical knowledge and so, presumably, sub-contract this elsewhere - Bitchslapper might like to tell you where.
There is no requirement for the NLA to approve any training already approved by the UK CAA. Approvals issued by one JAA member state must be accepted without question by all other JAA member states (JAR-FCL 1.015(a)(1)). (Although that point seems to be too complex for the simple minds at the french DGAC to understand).
It is the case with all training which takes place outside JAA member states that the ground exams and the IR Skill Test have to take place in the JAA member state issuing the approval. (Excepting, of course, training for the PPL and associated ratings, the MEP Class Rating and the FI(R))