I am currently dealing with a data protection case that concerns a company located in the UK. I'm wondering if it is, legally speaking, possible to file a complaint directly with the Information Commissioner’s Office, or if I am required to file a complaint with a local authority, since the UK is not part of the European Union. Please provide your sources if you know the answer or have any helpful information.

Did you eventually get your answer?

I don’t have a concrete answer so I did not respond when I first saw your post. When there is a cross-border scenario within the EU, data subjects have the right to choose whether to file locally or in the remote country. And generally if two SAs are working together on the case, the data subject can designate which country is the lead supervisory authority. I don’t imagine that this aspect would change when the UK is involved as the UK’s GDPR closely mirrors the EU one.

I did, in short: They acknowledged that my request under Art. 15 GDPR wasn't answered, but didn't consider it of enough importance to do further investigations and closed the case.

I therefore would recommend going with your supervisory authority.