Is the caller ID you want to set one that belongs to the same SIP provider account? I think all PSTN providers in the UK will not allow caller ID to be overridden to something that they cannot verify belongs to the caller, unless the caller was another network operator. I would hope most SIP providers applied the same policy.
Look to see if you have specified an explicit caller ID anywhere in the configuration, and check the caller id presentation options to make sure that they don’t result in it being used for outgoing calls.