However I still can't get my head around how (say if radar was available) I could be cleared for an ILS approach/to intercept localizer, in uncontrolled airspace.
You are cleared for the ILS in that nobody else who is also receiving a Procedural Service from Cambridge Approach/Radar will be guided into the same piece of sky at the same time.
What you don't get is any attempt at separation from anyone else flying around in that bit of class G who is not receiving a Procedural Service from Cambridge Approach/Radar. Although if I'm about to fly through the hold or the approach VFR I do call them up and ask whether this will give them any problems for their IFR traffic.