I don't think you appreciate how H2020 (the previous Horizons Europe) worked imho.
Go make research on air purity in the UK. Buy your captors, your GPU, data storage, all that stuff.
Or,and this is crazy, participate in a project across Europe. Paris already have captors a'd the data is already accessible. Munich make their air data accessible, like Rome and Berlin. Now you buy captors for a dozen small cities accross Europe, Warsaw and London. You still only need one computer, but you can have the Italian team working on prevision, the UK team working on health outcomes with the French, and probably other team working with other use of the data.
In the end, it's cheaper, you get more data, and are able to do more with it.
[edit on response to your edit] : listen, you're the one making it a brexit thing. I've worked with UK researchers after brexit, they weren't kicked out of H2020. A team from Tunisia was a part of the research too, and they aren't in the EU. Obviously it's better to be part of research initiative than alone, I don't get your point at all in fact.