We live in a country with a very small currency. Therefore we invest in international index funds, in euros and in USD, as well as a little in the local currency. In general they say that you should invest in the currency that you want to use when retired. But al long as you haven't decided yet, you might want to spread it a bit.
About the UK, the brexit chaos is very unclear. Will you be able to move to a country in Europe in the future? Or will the borders between UK and Europe close for immigration, both ways? Could it pay off to move there now while you still can?
There are also people who become expats in Asia, often on Asian budgets only. Amd they often cannot afford to go back to where they came from and continue to be retired there. I would recommend saving up enough to be able to be retired in the UK as well, even if you originally plan to move somewhere else.
For us with Norwegian pensions, we might risk getting paid out a smaller sum of our pension if we live in another country during retirement (after the age of 67). This might be an issue for you as well that you might want to investigate.