FFF...
Actually outside the class D all you got was a FIS. The fact that you were issued a squawk and even identified by the controller means nothing more, nothing less.
Even crossing the class D you were not (officially) in reciept of a radar service, unless the contoller uttered the magic words "RADAR CONTROL SERVICE" as you entered the Zone. You were in receipt of an Approach Control Service and Issued with a (Procedural) Crossing Clearance.
The fact that the controller identified you just made the issuing of the crossing clearance easier for him/her. You are right. No RADAR service (RCS/RAS/RIS), no headings.
Point to remember however. In Class D separation is not required to be provided by the controller between VFR and VFR flights, or between IFR and VFR flights. Traffic info will be provided and most ATCOs in the UK will attempt to "de-conflict" IFR and VFR flights, if not provide full separation. This is a BIG discussion point in itself and if you want to open a really big can of worms, post a question about it on the ATC forum.
Best rgds
BEX