To answer my own question - whether the country/area codes are actually dialled or not is determined by the settings in:
Settings/Connections/Dialling Locations/Dialling Patterns. In this case 'g' should be entered for international calls, for the appropriate dialling location (Work, Home etc.).
Similarly, to dial an 0845 number for the GSM connection, the "+44" should be dropped, so the entry is 'fg'.
I notice that there are similar questions on the Forum - and I hope this helps.