I personally don't think the Jews of Britain will be heading East to die; that's logistically unsound and expensive. The main reason Jews in Western Europe could be sent east so easily was due to the numerous rail lines that made transportation possible.
In my opinion, I could see the Nazis or whoever their puppets are setting up a camp on one of the smaller islands. The Isle of Man, Anglesey, and the Isle of Wight are too populated.
The Isle of Arran, however, could easily accomodate an extermination camp, and its only a short ferry ride away. As of 2001, its population was barely over 5,000, and I expect it was much lower in the '40s. And heck, it isn't even that far away from Glasgow, a major center of British Jewry IIRC.
Hell, the Germans might not even have to build a camp. If you turned the ferries into floating gas chambers, you could basically make the island into one giant mass grave.
Now if you excuse me, I have an immense urge to go bathe and offer some apologies to my Hebraic ancestors.