Hello Davidek, thank you for your reply and clarification. Apologies for my late response. Answers to your post below.
.........If I understand correctly you are based in Australia, connecting to the London location (to appear as if you are in the UK) and then trying to access content on Amazon Prime, which is not working. Is that right? In this case you are right, it doesn't make sense to try any of the other locations.
You are correct on most of the above. Except I am not in Australia but traveling through SE Asia.
...........It appears from the message you are getting that Amazon is able to determine you are not actually in the UK or that you are using a VPN. Content providers are becoming more adept at identifying VPN use as a way to circumvent geo restrictions on content.
Damn those content providers!

..........Could you please try one thing? Please connect to London and then go to the website whatismyip.com -- It will show not only your IP address but also where it thinks you are located. Please post here the location that this site thinks you are in.
This is what hidemyip.com said -
Your IP Address Is:
77.234.43.188
City: Stockton-on-Tees
State: England
Country: GB
ISP: AVAST Software s.r.o.
Thank you so much for your help with this, I do appreciate it. Tracey