Also London. I got my parents to put a bill in my name. The Wise statement I sent them for the financials already had the address, and I had already sent them a plane ticket showing I had left Thailand and when I was coming back. So I suspect they may want more than a bank statement or flight, they want something with your address on it. Maybe another bank statement from a physical bank would have worked, but I decided to use something as close as possible to what they asked for.
Can you get something "official" sent from the government with your address on it? For example, you can apply for a printed National Insurance statement, if you have ever worked in the UK.