I use ICmarkets, and they seem to have positive reviews. Pepperstone are also Australian. You should do some research, because I don't want to be blamed for anything you think has gone wrong from broker choice.
Most brokers you can set your account to be in different currencies, so you should still be able to have a GBP or EUR account.
I don't think changing Oanda to the Australian division would work. I think you need a broker that isn't regulated by an EU body.