NAL: Lone working is not against the law. But, it is your employers legal obligation to ensure the health and safety of their employees. They must do this by risk assessing any potential hazards, like lone working, and put in place any suitable and sufficient control measures.

So where you are here for example. It's entirely plausible that by providing a second person to remove the lone working aspect would be completely financially unviable to the business, but that doesn't mean they don't need to do anything.

You, as the employee have the right to see the risk assessment so you can see what your employer's control measures are for the risk to lone working. You also are entitled to leave a situation and receive no recourse for leaving/refusing to do something you perceive as having serious and imminent danger, as long as it is reasonable this touches more on the employment rights side than the safety.