You know what, I admire due dilligence (in any field) but here's how I *see* you; you're far too concerned with having all your ducks in a row before fully commiting to trading. I'm part of the JFDIWY* school of thought... The *problems* you mention are equally apparent with DMA...but here's the thing...
A while back I conducted an experiment, I scalped (well traded off an adjusted tick chart) with an SB firm and took exactly the same trades with the DMA firm. I always entered the dma trade second and closed it second, never veering from this pattern to (hopefully) prevent skewing of the results. Now, over a 250 trade sample what d'ya think the real difference was in terms of all the supposed faults you mention? As close to zero as to be irrelevant. The main issue was cost; the SB firms are approx 50% more expensive per trade/trip when scalping. The most noticeable part was that although close on 90% of my scalp trades go into profit at some stage with dma, with the SB firm P/L it could take twice as long (if at all) to show profit.
Here's the other issue you are going to experience and you will have it make no mistake, you already have bias, you expect the SB firm to 'play' you. So on the basis that we totally take responsibility for our trading life and trading decisions you need to eliminate the excuse of blame right now before it becomes part of you...
So, dismiss the issues re. tax liability etc, (you'd have to make approx. £10K trading forex before it becomes an issue) and open an account with a DMA forex broker, there's enough to choose from and on average a grand (sometimes less) is all you require with most to get started. You can then move over/intergrate SB when/if tax becomes an issue...