Hi,
That is helpful.
Up until Yosemite there was a Details Button in Messages > Preferences > Accounts > iMessages Account that you could use.
You had to enter your Login details again but it was the place to Change the Location on the Mac version.
On My El Capitan all my Contacts (as seen in the Contacts app) have the +44 for the UK now added - except exceptions that had others before hand).
With the lack of anything obvious on the Mac I had presumed that the issue was the details syncing from the iPhone.
I have just double checked the Contacts app and it does appear it is not everyone.
On Checking the "To" spot in a New Message in the Messages App entering +44 shows all the Contacts I have will that beginning, then some SMS callers that I am guessing are my phone carrier's SMS service.
However it then goes on to show +1 options as well.
I would try editing these manually
com.apple.ids.service.com.apple.madrid.plist
com.apple.ids.service.com.apple.ess.plist
In a Finder window use th GO Menu whilst holding down the ALT key.
Select the Library that appears in the list.
Navigate to Preferences and find the two files.
The Madrid one holds the Apple ID and other Aliases for iMessages but the profile section has the Country Code in it.
The Ess one seems to be a more general item about Identity Services.
Open them with TextEdit and change the name and the Country Code.

8:43 p.m. Wednesday; October 21, 2015
iMac 2.5Ghz i5 2011 (Mavericks 10.9)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad