Unfortunately the lenses, and internal reflectors in the lights, are optimized for left-hand-drive and right-hand-drive countries. This is becuase of the different angling of the light beam toward the correct side of the road. To do this correctly, it is best to try to source a correct pair of 500E lamps (reflectors and lenses), or to modify the reflectors for a "pedestrian" set of W124 "Euro" headlights and then add the correct lenses. Or, perhaps you could do a trade/swap with a UK member who might have a set of "non-UK" headlights or lenses.
It is not easy at all these days to get the correct lamps, or even the lenses, and is expensive. However, there are individuals and vendors out there who are selling new sets of these lamps and/or lenses. If you search the forum you can find some people with these for sale.