As said above, I think the best thing you could do is take video's (clear video's) showing that it is clearly the GPU at fault...
Basically run the GPU in your computer, showing it faulty, then run a different one in your computer showing it working fine, then run your GPU in another computer showing it faulty. Have this all on a single video (may be quite long) but it would provide definitive proof.
Otherwise look into the Sales of Goods Act described by others above, and consider RMAing to MSI directly (I think they thankfully have a UK base). I haven't had experience RMAing to MSI, but when my SSD broke I RMA'd straight to Corsair, and it was sorted in a couple of weeks (including shipping to the Netherlands and back).... I explained all the tests I'd done to completely rule out all my other components and they asked no questions what so ever. To be fair I'm sure they probably did test it.... They also upgraded my SSD to latest generation free of charge because they'd stop producing the old SSD's
I do know of OCUK's reputation for sometimes poor service returns, however also understand that if I do choose to RMA a product to them if they can't reproduce the fault then they're going to turn around and say there is nothing wrong.
Saying that, when I've RMA'd stuff, I've never had it turned down before, and this is because I feel that I provide definitive proof of the matter... :S
So yeah, I'd say, get more proof in your corner, it is clear it is the GPU....
I can completely see both sides of the argument here... They can't reproduce the fault so are guarding themselves against losses, yet it is quite clear from the faults you are getting that it's the GPU...
Good luck
kd