This is an irish site so I've no idea about transfers into UK.
But having done someting similar (not Aus though) I can't see where the currency exchange Co. comes into it. Money in australian bank can be transferred to UK bank surely?
But in my case it was: Vendor to solicitor.
Solicitor client cheque in local currency to me.
Foreign currency cheque to my Irish bank over the counter.
Lodged to my saving account.