The next question is where you are going.
The problem is that you need to use a school that has ties with an EASA authority and then go through the complete cycel with that authority.
So if you went off to one of the UK approved schools you would need to get a UK medical the hours will still count but you will need to get a copy of your training file.
Once you have your UK license there is no problem then moving it so that Belgium is you oversight authority.