You'll have no issues using the money in the UK, because you will already have been required to declare it on your UK tax return and pay tax on it in the UK, unless you wish to evade UK tax and thus become a criminal. Only registered non-doms can legally avoid paying tax on their overseas earnings, and you're clearly not a non-dom because you say you're British.
+1 @Mike Scott
Also, don't think you can just waltz into Dubai and start a business. Not sure of the actual percentage, but you have to give at least 40%-50% ownership to an Emirati. You cannot own 100% of your business. The profits have to end up in the pockets of its citizens. You may as well pay tax in your own country.
If you want an alternate solution, you can start a business in Aqaba, Jordan. That's a duty free zone. Still, you have to pay income tax.
Get individual legal and tax advice. That is the only relevant advice here.
If offshore tax havens are suitable for your situation, there are plenty closer to home (including potentially Belgium and Luxembourg).