AA:-
It is worth noting that all superiors have a duty not to issue an order to their subordinates that they know to be illegal. I believe the it may also be true in the British military that they must not issue an order they know will not be obeyed but I stand to be corrected on that.
Not sure about the last point, AA, other than the futility of giving such an order. As to the former, absolutely correct. It is an offence under UK Military Law both to give and to obey an illegal order.
Catch 22 then applies though, as the higher the rank of the officer issuing the order, the more likely that upon review it is declared legal by his superiors. In the UK that likelihood approaches 100% at or above 2* level. Does that make any difference to your actions? It shouldn't, and that is why everybody in the armed forces should rehearse their own response to receiving a clearly illegal order.
A previous poster said that it was mostly a matter of common sense, ie just don't shoot POWs. If only! Many of the airworthiness threads here centre around the infamous order issued to an IPT team member to ignore the mandated airworthiness regulations (that it was their duty to comply with) but to sign them off as complied with anyway, ie "just" paperwork. Those threads account for 62 deaths in airworthiness related aircraft accidents. That order has been confirmed as legal by succeeding Air Officers, Senior CS's, Ministers and SoS's. It was issued by an RAF 2*. It has been referred to both the Civil and Service Police. No action has been taken. That is what you could also face. A moral as well as a legal dilemma indeed.
Oh, as has also been pointed out, if you take the easy way out and simply obey such an order you might then have to face the ICC, as it lies outside of the all encompassing malevolent shadow of the MOD.
The Frost-Nixon interview has been re-aired on UK TV recently, following the death of David Frost. In it, the latter puts it to President Nixon that he issued an illegal order. "Ah, but if it is issued by the President then it is legal", was the response. It seems that in retrospect he was greatly in error.