I get Inverness QNH on taxi. I get Orkney and Portree QNH on leaving frequency. Lossie give me Lossie QFE though I'm not entering their MATZ. On return I get Inverness QFE. No problem in practice. I just set whatever the ATC I'm working tells me to.
But the OP had an exam question: What is the Altimeter Setting, and "Whatever ATC tell you to use" wasn't an option.