4.1 Hardware Services and ADH Services Apple may restrict Hardware Service and ADH Services to the country where the Covered Equipment was originally purchased.
And scrolling down...
Apple will not provide Hardware Services or ADH Services in the following circumstances: ... (c) To replace Covered Equipment that is lost or stolen;
The document actually contains remarkably little by what is covered under Theft & Stolen...
HOWEVER
https://support.apple.com/iphone/theft-loss-claims
This page explicitly mentions United Kingdom being covered when TRAVELING. Not sure how that works if you move there.