There are actually a lot of places in Europe to do the ADX.
The only one in the UK that im aware of is:
Farnborough Airport
Farnborough, Hants, United Kingdom
+44 1252 554500
I enquired about doing it here but ended up doing it as part of the dispatchers course in FLL
From memory its about £80 and the exmas are done on a Tue & Thurs
Give the number a call, they are very helpfull