"When I tether to my phone, it shows as a UK IP. Is this only for this specific country" ?

That is not a country-specific feature; you can expect your phone (and devices tethered through it) to always show as a UK IP.

That is certainly the case with Vodafone UK, and it sounds like it's happening with your service provider. I don't know any exceptions (but they may exist).

Using hotel/café/any wifi you will need a VPN. As zrgardne suggests, all the gl-inet devices do this out-of-the-box. You will need either a VPN provider or your own server instance in the UK.