AVD that are based in the US are somehow being provided with a UK ip address by Microsoft

You can deploy a host pool to one region and have the session hosts being deployed to another region. 

The outbound IP of the session host is controlled in different ways depending on your configuration:

• If using Azure firewall or External NVA and subnet is routed, outbound IP address will be of this firewall
• If using NAT Gateway on the subnet, the outbound IP will be the NAT Gateway
• If using none, Microsoft auto append an IP address for the NIC of the session host. However this will stop in october 2025 and you will have to use another method of creating outbound connectivity for new deployed session hosts. 

I believe you should look at the region your session hosts are deployed to - I would suspect them to be deployed to UK South instead of a US region :)