if you used VOD:LON, BATS:LON and SSE:LON, MT would have properly defaulted the timezone, or even if you would have used VOD:L, BATS:L, SSE:L, it would have worked. But since you used yahoo native format, MT just treated the whole thing as a symbol and did not have an exchange specified, which is why it got defaulted to US Equities.
As for iDealing.com - we would certainly welcome a cooperating UK broker.